Mercurial > octave-nkf
comparison scripts/signal/arch_rnd.m @ 10846:a4f482e66b65
Grammarcheck more of the documentation.
Use @noindent macro appropriately.
Limit line length to 80 characters.
author | Rik <octave@nomad.inbox5.com> |
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date | Sun, 01 Aug 2010 20:22:17 -0700 |
parents | 16f53d29049f |
children | c776f063fefe |
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10845:c0ffe159ba1a | 10846:a4f482e66b65 |
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20 ## -*- texinfo -*- | 20 ## -*- texinfo -*- |
21 ## @deftypefn {Function File} {} arch_rnd (@var{a}, @var{b}, @var{t}) | 21 ## @deftypefn {Function File} {} arch_rnd (@var{a}, @var{b}, @var{t}) |
22 ## Simulate an ARCH sequence of length @var{t} with AR | 22 ## Simulate an ARCH sequence of length @var{t} with AR |
23 ## coefficients @var{b} and CH coefficients @var{a}. I.e., the result | 23 ## coefficients @var{b} and CH coefficients @var{a}. I.e., the result |
24 ## @math{y(t)} follows the model | 24 ## @math{y(t)} follows the model |
25 ## @c Set example in small font to prevent overfull line | |
25 ## | 26 ## |
26 ## @c Set example in small font to prevent overfull line | |
27 ## @smallexample | 27 ## @smallexample |
28 ## y(t) = b(1) + b(2) * y(t-1) + @dots{} + b(lb) * y(t-lb+1) + e(t), | 28 ## y(t) = b(1) + b(2) * y(t-1) + @dots{} + b(lb) * y(t-lb+1) + e(t), |
29 ## @end smallexample | 29 ## @end smallexample |
30 ## | 30 ## |
31 ## @noindent | 31 ## @noindent |
32 ## where @math{e(t)}, given @var{y} up to time @math{t-1}, is | 32 ## where @math{e(t)}, given @var{y} up to time @math{t-1}, is |
33 ## @math{N(0, h(t))}, with | 33 ## @math{N(0, h(t))}, with |
34 ## @c Set example in small font to prevent overfull line | |
34 ## | 35 ## |
35 ## @c Set example in small font to prevent overfull line | |
36 ## @smallexample | 36 ## @smallexample |
37 ## h(t) = a(1) + a(2) * e(t-1)^2 + @dots{} + a(la) * e(t-la+1)^2 | 37 ## h(t) = a(1) + a(2) * e(t-1)^2 + @dots{} + a(la) * e(t-la+1)^2 |
38 ## @end smallexample | 38 ## @end smallexample |
39 ## @end deftypefn | 39 ## @end deftypefn |
40 | 40 |