Dear Éric, The following information is in you example, but I have a lot of doubts, for exmple:
----- How to load the data? ----- How indicate it is MSM? I hope you can help me!! Thank you very much! Eric Doblas function [bcp,bct] = turnpoints(y,k) // PURPOSE: rough selection of peaks and troughs indexes //--------------------------------------------------------------------- // INPUT: // . y = vector of data // . k = x(t-i)>x(t) & x(t+i)>x(t), i=1:k defines a trough at t // x(t-i)<x(t) & x(t+i)<x(t), i=1:k defines a peak at t //--------------------------------------------------------------------- // OUTPUTS : // . bcp = vector of peak indexes // . bct = vector of trough indexes //--------------------------------------------------------------------- // Translated to Scilab by E. Michaux (2005) // from Julien Matheron // Banque de France, centre de recherche, sept. 2002 [T,n] = size(y); if T<n then y = y'; [T,n] = size(y); end; v = zeros(T,n); // ------------------------------------------ // I. Defines the k-dependent logical // argument of the following "if-loops" // ------------------------------------------ s_up = "(y(i)>y(i-1))"; s_do = "(y(i)<y(i-1))"; for step = 2:k; s_up = joinstr(s_up,msprintf("&(y(i)>y(i-%d))",step),'+'); s_do = joinstr(s_do,msprintf("&(y(i)<y(i-%d))",step),'+'); end; for step=1:k s_up = joinstr(s_up,msprintf("&(y(i)>y(i+%d))",step),'+'); s_do = joinstr(s_do,msprintf("&(y(i)<y(i+%d))",step),'+'); end; // ------------------------------------------ // II. Defines peaks // ------------------------------------------ for i = k+1:T-k ; if evstr(s_up) then v(i) = 1; end; end bcp = find(v>0)'; // selects indexes such that a peak occurs // ------------------------------------------ // III. Defines troughs // ------------------------------------------ v = zeros(T,n); // reinitializes v for i = k+1:T-k if evstr(s_do) then v(i) = 1 ; end; end; bct = find(v>0)'; // selects indexes such that a trough occurs endfunction -- View this message in context: http://mailinglists.scilab.org/Grocer-Markov-Switching-Model-tp4025635p4025649.html Sent from the Scilab users - Mailing Lists Archives mailing list archive at Nabble.com. _______________________________________________ users mailing list users@lists.scilab.org http://lists.scilab.org/mailman/listinfo/users