diff options
| author | Benjamin Franzke <benjaminfranzke@googlemail.com> | 2012-05-12 15:59:20 +0200 |
|---|---|---|
| committer | Benjamin Franzke <benjaminfranzke@googlemail.com> | 2012-05-12 15:59:20 +0200 |
| commit | 020f82903d960f379a3b127c0f46d6bf1106cb26 (patch) | |
| tree | 8de5740b2d08d8e4063d639bbebf1a6f6c2de5ec /regress_frequency_removal.m | |
| parent | cc8b965d52177eb45185d0b1ead65b55f113a687 (diff) | |
| download | dmc-020f82903d960f379a3b127c0f46d6bf1106cb26.tar.gz dmc-020f82903d960f379a3b127c0f46d6bf1106cb26.tar.bz2 dmc-020f82903d960f379a3b127c0f46d6bf1106cb26.zip | |
regress_pred: Add degree param, to fold in quad regression
Diffstat (limited to 'regress_frequency_removal.m')
| -rw-r--r-- | regress_frequency_removal.m | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/regress_frequency_removal.m b/regress_frequency_removal.m index 4b7624b..a60d93a 100644 --- a/regress_frequency_removal.m +++ b/regress_frequency_removal.m @@ -7,7 +7,7 @@ function pred = regress_frequency_removal(price, quantity) pred_set = size(quantity, 1)+1:size(price, 1); [q2, removed] = remove_sevenday_frequency(quantity(test_set, :)); - pred = regress_pred(price([test_set pred_set],:), q2, @(x)x); + pred = regress_pred(price([test_set pred_set],:), q2, 1, @(x)x); pred = fft(pred); %pred = (pred .* (removed == 0)) + removed; pred = pred + removed; |