changeset 7436:7d06a404b8f9

[project @ 2008-02-01 06:57:50 by jwe]
author jwe
date Fri, 01 Feb 2008 06:58:29 +0000
parents 464a55f1a5c2
children 3e450caf93f2
files scripts/ChangeLog scripts/signal/arch_rnd.m
diffstat 2 files changed, 12 insertions(+), 6 deletions(-) [+]
line wrap: on
line diff
--- a/scripts/ChangeLog
+++ b/scripts/ChangeLog
@@ -1,3 +1,7 @@
+2008-02-01  Dave Goel  <deego3@gmail.com>
+
+	* signal/arch_rnd.m: Correctly index E and Y vectors.
+
 2008-02-01  Bill Denney  <bill@denney.ws>
 
 	* time/weekday.m: Allow vector inputs and speed up.
--- a/scripts/signal/arch_rnd.m
+++ b/scripts/signal/arch_rnd.m
@@ -63,6 +63,7 @@
     a  = [a, 0];
     la = la + 1;
   endif
+
   lb = length (b);
   b  = reshape (b, 1, lb);
   if (lb == 1)
@@ -79,18 +80,19 @@
   e(1) = sqrt (h(1)) * randn;
   y(1) = b(1) + e(1);
 
-  for t= 2 : M;
+  for t = 2:M
     ta   = min ([t, la]);
-    h(t) = a(1) + a(2:ta) * e(t-1:t-ta+1).^2;
+    h(t) = a(1) + a(2:ta) * e(t-ta+1:t-1).^2;
     e(t) = sqrt (h(t)) * randn;
     tb   = min ([t, lb]);
-    y(t) = b(1) + b(2:tb) * y(t-1:t-tb+1) + e(t);
+    y(t) = b(1) + b(2:tb) * y(t-tb+1:t-1) + e(t);
   endfor
+
   if (T > M)
-    for t = M+1 : T;
-      h(t) = a(1) + a(2:la) * e(t-1:t-la+1).^2;
+    for t = M+1:T
+      h(t) = a(1) + a(2:la) * e(t-la+1:t-1).^2;
       e(t) = sqrt (h(t)) * randn;
-      y(t) = b(1) + b(2:lb) * y(t-1:t-tb+1) + e(t);
+      y(t) = b(1) + b(2:lb) * y(t-tb+1:t-1) + e(t);
     endfor
   endif