Mercurial > hg > octave-lyh
diff scripts/signal/arma_rnd.m @ 3426:f8dde1807dee
[project @ 2000-01-13 08:40:00 by jwe]
author | jwe |
---|---|
date | Thu, 13 Jan 2000 08:40:53 +0000 |
parents | e4f4b2d26ee9 |
children | 858695b3ed62 |
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--- a/scripts/signal/arma_rnd.m +++ b/scripts/signal/arma_rnd.m @@ -1,15 +1,15 @@ ## Copyright (C) 1995, 1996, 1997 Friedrich Leisch -## +## ## This program is free software; you can redistribute it and/or modify ## it under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2, or (at your option) ## any later version. -## +## ## This program is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU -## General Public License for more details. -## +## General Public License for more details. +## ## You should have received a copy of the GNU General Public License ## along with this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. @@ -25,8 +25,8 @@ ## ## The optional parameter n gives the number of dummy x(i) used for ## initialization, i.e., a sequence of length t+n is generated and -## x(n+1:t+n) is returned. If n is omitted, n=100 is used. - +## x(n+1:t+n) is returned. If n is omitted, n=100 is used. + ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> ## Description: Simulate an ARMA process @@ -35,12 +35,12 @@ unwind_protect orig_listelemok = empty_list_elements_ok; empty_list_elements_ok = "true"; - + if (nargin == 4) n = 100; elseif (nargin == 5) if (!is_scalar (t)) - error ("arma_rnd: n must be a scalar"); + error ("arma_rnd: n must be a scalar"); endif else usage ("arma_rnd (a, b, v, t [, n])"); @@ -49,31 +49,31 @@ if ( (min (size (a)) > 1) || (min (size (b)) > 1) ) error ("arma_rnd: a and b must not be matrices"); endif - + if (!is_scalar (t)) error ("arma_rnd: t must be a scalar"); endif - + ar = length (a); br = length (b); a = reshape (a, ar, 1); b = reshape (b, br, 1); - - a = [1; -a]; # apply our notational convention + + a = [1; -a]; # apply our notational convention b = [1; b]; - + n = min (n, ar + br); - + e = sqrt (v) * randn (t + n, 1); - + x = filter (b, a, e); x = x(n + 1 : t + n); unwind_protect_cleanup - + empty_list_elements_ok = orig_listelemok; - + end_unwind_protect endfunction