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1 ## Copyright (C) 1995, 1996, 1997 Friedrich Leisch |
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2 ## |
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3 ## This file is part of Octave. |
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4 ## |
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5 ## Octave is free software; you can redistribute it and/or modify it |
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6 ## under the terms of the GNU General Public License as published by |
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7 ## the Free Software Foundation; either version 2, or (at your option) |
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8 ## any later version. |
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9 ## |
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10 ## Octave is distributed in the hope that it will be useful, but |
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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13 ## General Public License for more details. |
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14 ## |
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15 ## You should have received a copy of the GNU General Public License |
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16 ## along with Octave; see the file COPYING. If not, write to the Free |
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17 ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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18 ## 02110-1301, USA. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {} wiener_rnd (@var{t}, @var{d}, @var{n}) |
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22 ## Return a simulated realization of the @var{d}-dimensional Wiener Process |
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23 ## on the interval [0, @var{t}]. If @var{d} is omitted, @var{d} = 1 is |
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24 ## used. The first column of the return matrix contains time, the |
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25 ## remaining columns contain the Wiener process. |
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26 ## |
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27 ## The optional parameter @var{n} gives the number of summands used for |
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28 ## simulating the process over an interval of length 1. If @var{n} is |
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29 ## omitted, @var{n} = 1000 is used. |
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30 ## @end deftypefn |
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31 |
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32 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> |
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33 ## Description: Simulate a Wiener process |
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34 |
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35 function retval = wiener_rnd (varargin) |
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36 |
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37 retval = wienrnd (varargin{:}); |
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38 |
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39 endfunction |
