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| author | Benjamin Franzke <benjaminfranzke@googlemail.com> | 2012-05-12 15:08:13 +0200 |
|---|---|---|
| committer | Benjamin Franzke <benjaminfranzke@googlemail.com> | 2012-05-12 15:08:13 +0200 |
| commit | cc8b965d52177eb45185d0b1ead65b55f113a687 (patch) | |
| tree | 001196466bcd005283e4a7b56a1a48b1f7232bac /regress_frequency_removal.m | |
| parent | c44e670ebbb1e1690398ac2837e5e79e17a19c7b (diff) | |
| download | dmc-cc8b965d52177eb45185d0b1ead65b55f113a687.tar.gz dmc-cc8b965d52177eb45185d0b1ead65b55f113a687.tar.bz2 dmc-cc8b965d52177eb45185d0b1ead65b55f113a687.zip | |
Fold log_regress_pred into regress_pred
By adding a pre-filter function pointer.
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 8c3c696..4b7624b 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); + pred = regress_pred(price([test_set pred_set],:), q2, @(x)x); pred = fft(pred); %pred = (pred .* (removed == 0)) + removed; pred = pred + removed; |