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view scripts/deprecated/wiener_rnd.m @ 8920:eb63fbe60fab
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author | John W. Eaton <jwe@octave.org> |
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date | Sat, 07 Mar 2009 10:41:27 -0500 |
parents | 1cdb42b372e8 |
children | 923c7cb7f13f |
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## Copyright (C) 1995, 1996, 1997, 2005, 2007, 2008 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 ## Deprecated in version 3.0 function retval = wiener_rnd (varargin) persistent warned = false; if (! warned) warned = true; warning ("Octave:deprecated-function", "wiener_rnd is obsolete and will be removed from a future version of Octave; please use wienrnd instead"); endif retval = wienrnd (varargin{:}); endfunction