--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/classes/@tsdata/fitfs.m	Wed Nov 23 19:22:13 2011 +0100
@@ -0,0 +1,67 @@
+% FITFS estimates the sample rate of the input data.
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% 
+% DESCRIPTION: Estimates the sample rate of the input data and detects if the
+% data is evenly sampled or not.  Data where any of the fluctuations in the
+% time difference between subsequent samples is greater than the one due to
+% finite numerical precision is detected as unevenly sampled.
+%
+% CALL:     fs = fitfs(x)
+%           [fs, t0] = fitfs(x)
+%           [fs, t0, unevenly] = fitfs(x)
+%
+% INPUTS:   x   - sampling times vector
+%
+% OUTPUTS:  fs  - estimated samplig frequency
+%           t0  - estimates start time
+%           unevenly  - signals whether the data is regularly sampled or not
+%
+% VERSION:  $Id: fitfs.m,v 1.12 2010/05/04 11:23:59 nicolodi Exp $ 
+%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+function [fs, t0, unevenly] = fitfs(varargin)
+
+  import utils.const.*
+
+  % Get input vertices
+  xi  = varargin{1};
+  % Reshape x to match with linspace output
+  ss = size(xi);
+  if ss(1) > ss(2)
+    xi = xi.';
+  end
+  d = diff(xi);
+  
+  % Special case of just a single number time-series
+  if isempty(d)
+    fs = 1;
+    t0 = 0;
+    unevenly = false;
+    return
+  end
+
+  % Initial estimate
+  dt = mean(d);
+  fs = 1.0 / dt;
+  t0 = xi(1);
+  unevenly = false;
+  
+  % Strict check for unevenly sampled data. This detects as unevenly
+  % sampled all data where any of the fluctuations in the time
+  % difference between subsequent samples is greater than the one due
+  % to finite numerical precision
+  if any(abs(d - dt) > 2*eps(xi(2:end)))
+    utils.helper.msg(msg.PROC1, 'unevenly sampled data detected');
+    unevenly = true;
+
+    % The median is much less sensible to outliers than the mean. It is
+    % therefore a better estimate of the sampling frequency in case of
+    % unevenly sampled data
+    dt = median(d);
+    fs = 1.0 / dt;
+    t0 = 0;
+  end
+
+end
+