samer@4: function Y=lags(X,tau)
samer@4: % lags - returns lagged versions of sequence in X
samer@4: %
samer@4: % lags :: [[N,T]], [[K]->integer]~'K lags' -> [[N,T2,K]].
samer@4: % 
samer@4: % T2 is the maxmimum length such that all lagged sequences contain valid data.
samer@4: 
samer@4: % doesn't work for data sequences yet
samer@4: if isdata(X), X=head(X); end
samer@4: 
samer@4: tau=tau-min(tau); % zero base lags
samer@4: [N T0]=size(X);
samer@4: M=length(tau);
samer@4: T=T0-max(tau);
samer@4: Y=zeros(N,T,M);
samer@4: 
samer@4: tt=1:T; 
samer@4: for i=1:length(tau)
samer@4: 	Y(:,:,i)=X(:,tau(i)+tt);
samer@4: end