From cc8b965d52177eb45185d0b1ead65b55f113a687 Mon Sep 17 00:00:00 2001 From: Benjamin Franzke Date: Sat, 12 May 2012 15:08:13 +0200 Subject: Fold log_regress_pred into regress_pred By adding a pre-filter function pointer. --- regress_frequency_removal.m | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) (limited to 'regress_frequency_removal.m') 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; -- cgit