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[project @ 2005-11-17 05:47:13 by jwe]
author jwe
date Thu, 17 Nov 2005 05:47:13 +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