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    Metadata details:
    filename: lattice.m
    path of file: ./repos/malini/Codes/FC_EC_calculation code/DynamicEC/tsa
    
    the code of the file until where you have to start completion:  function [MX,PE,arg3] = lattice(Y,lc,Mode);
% Estimates AR(p) model parameter with lattice algorithm (Burg 1968) 
% for multiple channels. 
% If you have the NaN-tools, LATTICE.M can handle missing values (NaN), 
%
% [...] = lattice(y [,Pmax [,Mode]]);
%
% [AR,RC,PE] = lattice(...);
% [MX,PE] = lattice(...);
    
function [MX,PE,arg3] = lattice(Y,lc,Mode);
% Estimates AR(p) model parameter with lattice algorithm (Burg 1968) 
% for multiple channels. 
% If you have the NaN-tools, LATTICE.M can handle missing values (NaN), 
%
% [...] = lattice(y [,Pmax [,Mode]]);
%
% [AR,RC,PE] = lattice(...);
% [MX,PE] = lattice(...);
%
%  INPUT:
% y	signal (one per row), can contain missing values (encoded as NaN)
% Pmax	max. model order (default size(y,2)-1))
% Mode  'BURG' (default) Burg algorithm
%	'GEOL' geometric lattice
%
%  OUTPUT
% AR    autoregressive model parameter	
% RC    reflection coefficients (= -PARCOR coefficients)
% PE    remaining error variance
% MX    transformation matrix between ARP and RC (Attention: needs O(p^2) memory)
%        AR(:,K) = MX(:, K*(K-1)/2+(1:K)); = MX(:,sum(1:K-1)+(1:K)); 
%        RC(:,K) = MX(:,cumsum(1:K));      = MX(:,(1:K).*(2:K+1)/2);
%
% All input and output parameters are organized in rows, one row 
% corresponds to the parameters of one channel
%
% see also ACOVF ACORF AR2RC RC2AR DURLEV SUMSKIPNAN 
% 
% REFERENCE(S):
%  J.P. Burg, "Maximum Entropy Spectral Analysis" Proc. 37th Meeting of the Society of Exp. Geophysiscists, Oklahoma City, OK 1967
%  J.P. Burg, "Maximum Entropy Spectral Analysis" PhD-thesis, Dept. of Geophysics, Stanford University, Stanford, CA. 1975.
%  P.J. Brockwell and R. A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991.
%  S.   Haykin "Adaptive Filter Theory" 3rd ed. Prentice Hall, 1996.
%  M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981. 
%  W.S. Wei "Time Series Analysis" Addison Wesley, 1990.

%	$Id: lattice.m 5090 2008-06-05 08:12:04Z schloegl $
%	Copyright (C) 1996-2002,2008 by Alois Schloegl <a.schloegl@ieee.org>
%
%    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 3 of the License, or
%    (at your option) any later version.
%
%    This program is distributed in the hope that it will be useful,
%    but WITHOUT ANY WARRANTY; without even the implied warranty of
%    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
%    GNU General Public License for more details.
%
%    You should have received a copy of the GNU General Public License
%    along with this program.  If not, see <http://www.gnu.org/licenses/>.


if nargin<3, Mode='BURG'; 
else Mode=upper(Mode(1:4));end