Mercurial > octave-antonio
annotate scripts/signal/arma_rnd.m @ 20165:f1d0f506ee78 stable
doc: Update more docstrings to have one sentence summary as first line.
Reviewed optimization, polynomial, signal script directories.
* scripts/optimization/fminbnd.m, scripts/optimization/fminsearch.m,
scripts/optimization/fminunc.m, scripts/optimization/fsolve.m,
scripts/optimization/fzero.m, scripts/optimization/glpk.m,
scripts/optimization/lsqnonneg.m, scripts/optimization/pqpnonneg.m,
scripts/optimization/qp.m, scripts/optimization/sqp.m,
scripts/polynomial/compan.m, scripts/polynomial/mkpp.m,
scripts/polynomial/mpoles.m, scripts/polynomial/pchip.m,
scripts/polynomial/poly.m, scripts/polynomial/polyaffine.m,
scripts/polynomial/polyder.m, scripts/polynomial/polyeig.m,
scripts/polynomial/polyfit.m, scripts/polynomial/polygcd.m,
scripts/polynomial/polyint.m, scripts/polynomial/polyout.m,
scripts/polynomial/polyval.m, scripts/polynomial/ppder.m,
scripts/polynomial/ppint.m, scripts/polynomial/ppjumps.m,
scripts/polynomial/ppval.m, scripts/polynomial/residue.m,
scripts/polynomial/roots.m, scripts/polynomial/spline.m,
scripts/polynomial/splinefit.m, scripts/polynomial/unmkpp.m,
scripts/signal/arch_fit.m, scripts/signal/arch_rnd.m,
scripts/signal/arma_rnd.m, scripts/signal/autoreg_matrix.m,
scripts/signal/bartlett.m, scripts/signal/blackman.m, scripts/signal/detrend.m,
scripts/signal/diffpara.m, scripts/signal/durbinlevinson.m,
scripts/signal/fftconv.m, scripts/signal/fftfilt.m, scripts/signal/fftshift.m,
scripts/signal/filter2.m, scripts/signal/freqz.m, scripts/signal/hamming.m,
scripts/signal/hanning.m, scripts/signal/hurst.m, scripts/signal/ifftshift.m,
scripts/signal/periodogram.m, scripts/signal/sinc.m, scripts/signal/sinetone.m,
scripts/signal/sinewave.m, scripts/signal/spectral_adf.m,
scripts/signal/spectral_xdf.m, scripts/signal/spencer.m, scripts/signal/stft.m,
scripts/signal/synthesis.m, scripts/signal/unwrap.m,
scripts/signal/yulewalker.m:
Update more docstrings to have one sentence summary as first line.
| author | Rik <rik@octave.org> |
|---|---|
| date | Mon, 04 May 2015 21:50:57 -0700 |
| parents | 9fc020886ae9 |
| children |
| rev | line source |
|---|---|
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John W. Eaton <jwe@octave.org>
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1 ## Copyright (C) 1995-2015 Friedrich Leisch |
| 3426 | 2 ## |
| 3922 | 3 ## This file is part of Octave. |
| 4 ## | |
| 5 ## Octave is free software; you can redistribute it and/or modify it | |
| 6 ## under the terms of the GNU General Public License as published by | |
| 7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
| 8 ## your option) any later version. | |
| 3426 | 9 ## |
| 3922 | 10 ## Octave is distributed in the hope that it will be useful, but |
| 3191 | 11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
| 12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 3426 | 13 ## General Public License for more details. |
| 14 ## | |
| 3191 | 15 ## You should have received a copy of the GNU General Public License |
| 7016 | 16 ## along with Octave; see the file COPYING. If not, see |
| 17 ## <http://www.gnu.org/licenses/>. | |
| 3191 | 18 |
| 3449 | 19 ## -*- texinfo -*- |
| 20 ## @deftypefn {Function File} {} arma_rnd (@var{a}, @var{b}, @var{v}, @var{t}, @var{n}) | |
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21 ## Return a simulation of the ARMA model. |
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22 ## |
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23 ## The ARMA model is defined by |
| 3449 | 24 ## |
| 25 ## @example | |
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26 ## @group |
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27 ## x(n) = a(1) * x(n-1) + @dots{} + a(k) * x(n-k) |
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28 ## + e(n) + b(1) * e(n-1) + @dots{} + b(l) * e(n-l) |
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29 ## @end group |
| 3449 | 30 ## @end example |
| 3191 | 31 ## |
| 3449 | 32 ## @noindent |
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33 ## in which @var{k} is the length of vector @var{a}, @var{l} is the length of |
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34 ## vector @var{b} and @var{e} is Gaussian white noise with variance @var{v}. |
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35 ## The function returns a vector of length @var{t}. |
| 3191 | 36 ## |
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37 ## The optional parameter @var{n} gives the number of dummy @var{x}(@var{i}) |
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38 ## used for initialization, i.e., a sequence of length @var{t}+@var{n} is |
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39 ## generated and @var{x}(@var{n}+1:@var{t}+@var{n}) is returned. If @var{n} |
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40 ## is omitted, @var{n} = 100 is used. |
| 3449 | 41 ## @end deftypefn |
| 3426 | 42 |
| 3457 | 43 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> |
| 44 ## Description: Simulate an ARMA process | |
| 3191 | 45 |
| 46 function x = arma_rnd (a, b, v, t, n) | |
| 47 | |
| 5568 | 48 if (nargin == 4) |
| 49 n = 100; | |
| 50 elseif (nargin == 5) | |
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51 if (! isscalar (n)) |
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52 error ("arma_rnd: N must be a scalar"); |
| 3191 | 53 endif |
| 5568 | 54 else |
| 6046 | 55 print_usage (); |
| 5568 | 56 endif |
| 3191 | 57 |
| 5568 | 58 if ((min (size (a)) > 1) || (min (size (b)) > 1)) |
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59 error ("arma_rnd: A and B must not be matrices"); |
| 5568 | 60 endif |
| 3426 | 61 |
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62 if (! isscalar (t)) |
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63 error ("arma_rnd: T must be a scalar"); |
| 5568 | 64 endif |
| 3426 | 65 |
| 5568 | 66 ar = length (a); |
| 67 br = length (b); | |
| 3426 | 68 |
| 5568 | 69 a = reshape (a, ar, 1); |
| 70 b = reshape (b, br, 1); | |
| 3426 | 71 |
| 8506 | 72 ## Apply our notational convention. |
| 73 a = [1; -a]; | |
| 5568 | 74 b = [1; b]; |
| 75 | |
| 76 n = min (n, ar + br); | |
| 3191 | 77 |
| 5568 | 78 e = sqrt (v) * randn (t + n, 1); |
| 79 | |
| 80 x = filter (b, a, e); | |
| 81 x = x(n + 1 : t + n); | |
| 3191 | 82 |
| 83 endfunction | |
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84 |