--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/test/test_ao_cpsd_variance_montecarlo.m	Wed Nov 23 19:22:13 2011 +0100
@@ -0,0 +1,44 @@
+%  test_ao_cpsd_variance_montecarlo
+%
+% Tests that the standard deviation returned by ao.dy in one
+% frequency bin is equivalent to the matlab's std taking 
+% considering all realisations
+%
+% M Nofrarias 22-07-09
+%
+% $Id: test_ao_cpsd_variance_montecarlo.m,v 1.1 2009/08/11 14:20:11 miquel Exp $
+
+
+ 
+  clear
+
+  % data
+  nsecs = 200;
+  fs    = 10;
+  pl = plist('nsecs', nsecs, 'fs', fs, 'tsfcn', 'randn(size(t))');
+  
+  
+  % Make a filter
+  f1 = miir(plist('type', 'highpass', 'fc', 4, 'fs', fs));
+  
+  % loop
+  for  i = 1:100
+    a1 = ao(pl);
+    a2 = filter(a1,plist('filter', f1));
+    b(i) = cpsd(a1,a2,plist('Nfft',100,'order',-1));
+  end
+  
+ %% mean
+
+ clear rel
+  for i =1:len(b(1))
+     mn(i) = [mean(b(:).y(i))]; % both means are equal
+     rel(:,i) = [std(b(:).y(i)) mean(b(:).dy(i))]/abs(mn(i));
+  end
+
+  figure
+  loglog(b(1).x,rel')
+  figure
+  loglog(b(1).x(:),abs(rel(2,:)-rel(1,:)))
+  
+  
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