Mercurial > hg > octave-nkf
view scripts/deprecated/wiener_rnd.m @ 6650:10da0f6d85c2 ss-2-9-11
[project @ 2007-05-22 06:48:18 by jwe]
author | jwe |
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date | Tue, 22 May 2007 06:48:18 +0000 |
parents | bee21f388110 |
children | 93c65f2a5668 |
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## Copyright (C) 1995, 1996, 1997 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 2, 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, write to the Free ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA ## 02110-1301, USA. ## -*- 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