Mercurial > hg > octave-lyh
view scripts/deprecated/wiener_rnd.m @ 7269:3fade00a6ac7
[project @ 2007-12-07 19:26:20 by jwe]
author | jwe |
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date | Fri, 07 Dec 2007 19:26:21 +0000 |
parents | a1dbe9d80eee |
children | 8e5371d47da6 |
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## Copyright (C) 1995, 1996, 1997, 2005, 2007 Friedrich Leisch ## ## This file is part of Octave. ## ## Octave 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 3 of the License, or (at ## your option) any later version. ## ## Octave 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. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} wiener_rnd (@var{t}, @var{d}, @var{n}) ## Return a simulated realization of the @var{d}-dimensional Wiener Process ## on the interval [0, @var{t}]. If @var{d} is omitted, @var{d} = 1 is ## used. The first column of the return matrix contains time, the ## remaining columns contain the Wiener process. ## ## The optional parameter @var{n} gives the number of summands used for ## simulating the process over an interval of length 1. If @var{n} is ## omitted, @var{n} = 1000 is used. ## @end deftypefn ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> ## Description: Simulate a Wiener process function retval = wiener_rnd (varargin) retval = wienrnd (varargin{:}); endfunction