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function [a_out, b_out]=mcf(x,y,w,T)
%MCF Plots maximal correlation function.
% MCF(X,Y [,W,T]) plots the maximal correlation function up to
% the maximal lag of T and by using a boxcar window size of 2*W+1.
% If W=[], the default boxcar window size is 11.
%
% MCOR=MCF(...) suppresses the plot and puts the maximal
% correlation function into the vector MCOR.
%
% [TIME, MCOR]=MCF(...) suppresses the plot and puts the maximal
% correlation function into the vector MCOR and its time axis
% in the vector TIME.
%
% Examples: x = sin(0:.05:10) + .5*randn(1,201);
% y = cos(0:.05:10);
% mcf(x,y,[],20)
%
% References:
% Breiman, L., Friedman, J. H.:
% Estimating Optimal Transformations for Multiple regression
% and Correlation, J. Am. Stat. Assoc., Vol. 80, No. 391,
% 1985.
% Voss, H., Kurths, J.:
% Reconstruction of nonlinear time delay models from data by the
% use of optimal transformations, Phys. Lett. A, 234, 1997.
%
% See also: ACE
% Copyright (c) 2001-2004 by AMRON
% Norbert Marwan, Potsdam University, Germany
% http://www.agnld.uni-potsdam.de
%
% $Date$
% $Revision$
%
% $Log$
% Revision 1.8 2004/11/10 07:05:43 marwan
% initial import
%
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%
% This program is free software; you can redistribute it and/or
% modify it under the terms of the GNU General Public License
% as published by the Free Software Foundation; either version 2
% of the License, or any later version.
error(nargchk(2,4,nargin))
error(nargoutchk(0,2,nargout))
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% splash the GPL
filename='hist2';
which_res=which([filename,'.m']);
gplrc_path=[strrep(which_res,[filename,'.m'],''), 'private'];
gplrc_file=[gplrc_path, filesep, '.gpl.',filename];
if ~exist(gplrc_path)
mkdir(strrep(which_res,[filename,'.m'],''),'private')
end
if ~exist(gplrc_file)
fid=fopen(gplrc_file,'w');
fprintf(fid,'%s\n','If you delete this file, the GNU Public License will');
fprintf(fid,'%s','splash up at the next time the programme starts.');
fclose(fid);
if exist('gpl')
txt=gpl;
else
txt={'The GNU General Public License was not found.'};
end
h=figure('NumberTitle','off',...,
'ButtonDownFcn','close',...
'Name','GNU General Public License');
ha=get(h,'Position');
h=uicontrol('Style','Listbox',...
'ButtonDownFcn','close',...
'CallBack','close',...
'Position',[0 0 ha(3) ha(4)],...
'FontName','Courier',...
'BackgroundColor',[.8 .8 .8],...
'String',txt);
waitfor(h)
end
if size(y,1)<size(y,2)
y=y';
end
if size(x,1)<size(x,2)
x=x';
end
if nargin<=3
T=round(.02*size(y,1));
end
if nargin<=2 | isempty(w)
w=round(.1*size(y,1));w=5;
end
if T>0, h=waitbar(0,'Please wait ...','Name','Delay progress','ShowTime',0); end
for i=0:T;
if T>0 & i>0, waitbar(i/(T*2)), end
a=x(i+1:end-T+i);
b=y(1:end-T,:);
c(T-i+1)=ace(a,b,w);
end
for i=1:T;
waitbar((T+i)/(T*2))
a=x(1:end-T);
b=y(0+i:end-T+i-1,:);
c(i+T+1)=ace(a,b,w);
end
if T>0, close(h), end
i=-T:T;
if ~nargout
plot(i,c)
xlabel('Lag')
ylabel('Maximal Correlation \Psi')
axis([-T T 0 1])
line([0 0], [0 1],'LineStyle',':','Color',[0 0 0])
[c1 c2]=max(c);
tx=['Maximum: ', num2str(c1), ' at ' ,num2str(i(c2))];
title(tx)
end
if nargout==1
a_out=c;
elseif nargout==2
a_out=i;
b_out=c;
end