Mercurial > octave
annotate scripts/signal/arma_rnd.m @ 30875:5d3faba0342e
doc: Ensure documentation lists output argument when it exists for all m-files.
For new users of Octave it is best to show explicit calling forms
in the documentation and to show a return argument when it exists.
* bp-table.cc, shift.m, accumarray.m, accumdim.m, bincoeff.m, bitcmp.m,
bitget.m, bitset.m, blkdiag.m, celldisp.m, cplxpair.m, dblquad.m, flip.m,
fliplr.m, flipud.m, idivide.m, int2str.m, interpft.m, logspace.m, num2str.m,
polyarea.m, postpad.m, prepad.m, randi.m, repmat.m, rng.m, rot90.m, rotdim.m,
structfun.m, triplequad.m, uibuttongroup.m, uicontrol.m, uipanel.m,
uipushtool.m, uitoggletool.m, uitoolbar.m, waitforbuttonpress.m, help.m,
__additional_help_message__.m, hsv.m, im2double.m, im2frame.m, javachk.m,
usejava.m, argnames.m, char.m, formula.m, inline.m, __vectorize__.m, findstr.m,
flipdim.m, strmatch.m, vectorize.m, commutation_matrix.m, cond.m, cross.m,
duplication_matrix.m, expm.m, orth.m, rank.m, rref.m, trace.m, vech.m, cast.m,
compare_versions.m, delete.m, dir.m, fileattrib.m, grabcode.m, gunzip.m,
inputname.m, license.m, list_primes.m, ls.m, mexext.m, movefile.m,
namelengthmax.m, nargoutchk.m, nthargout.m, substruct.m, swapbytes.m, ver.m,
verLessThan.m, what.m, fminunc.m, fsolve.m, fzero.m, optimget.m, __fdjac__.m,
matlabroot.m, savepath.m, campos.m, camroll.m, camtarget.m, camup.m, camva.m,
camzoom.m, clabel.m, diffuse.m, legend.m, orient.m, rticks.m, specular.m,
thetaticks.m, xlim.m, xtickangle.m, xticklabels.m, xticks.m, ylim.m,
ytickangle.m, yticklabels.m, yticks.m, zlim.m, ztickangle.m, zticklabels.m,
zticks.m, ellipsoid.m, isocolors.m, isonormals.m, stairs.m, surfnorm.m,
__actual_axis_position__.m, __pltopt__.m, close.m, graphics_toolkit.m, pan.m,
print.m, printd.m, __ghostscript__.m, __gnuplot_print__.m, __opengl_print__.m,
rotate3d.m, subplot.m, zoom.m, compan.m, conv.m, poly.m, polyaffine.m,
polyder.m, polyint.m, polyout.m, polyreduce.m, polyvalm.m, roots.m, prefdir.m,
prefsfile.m, profexplore.m, profexport.m, profshow.m, powerset.m, unique.m,
arch_rnd.m, arma_rnd.m, autoreg_matrix.m, bartlett.m, blackman.m, detrend.m,
durbinlevinson.m, fftconv.m, fftfilt.m, fftshift.m, fractdiff.m, hamming.m,
hanning.m, hurst.m, ifftshift.m, rectangle_lw.m, rectangle_sw.m, triangle_lw.m,
sinc.m, sinetone.m, sinewave.m, spectral_adf.m, spectral_xdf.m, spencer.m,
ilu.m, __sprand__.m, sprand.m, sprandn.m, sprandsym.m, treelayout.m, beta.m,
betainc.m, betaincinv.m, betaln.m, cosint.m, expint.m, factorial.m, gammainc.m,
gammaincinv.m, lcm.m, nthroot.m, perms.m, reallog.m, realpow.m, realsqrt.m,
sinint.m, hadamard.m, hankel.m, hilb.m, invhilb.m, magic.m, pascal.m, rosser.m,
toeplitz.m, vander.m, wilkinson.m, center.m, corr.m, cov.m, discrete_cdf.m,
discrete_inv.m, discrete_pdf.m, discrete_rnd.m, empirical_cdf.m,
empirical_inv.m, empirical_pdf.m, empirical_rnd.m, kendall.m, kurtosis.m,
mad.m, mean.m, meansq.m, median.m, mode.m, moment.m, range.m, ranks.m,
run_count.m, skewness.m, spearman.m, statistics.m, std.m, base2dec.m,
bin2dec.m, blanks.m, cstrcat.m, deblank.m, dec2base.m, dec2bin.m, dec2hex.m,
hex2dec.m, index.m, regexptranslate.m, rindex.m, strcat.m, strjust.m,
strtrim.m, strtrunc.m, substr.m, untabify.m, __have_feature__.m,
__prog_output_assert__.m, __run_test_suite__.m, example.m, fail.m, asctime.m,
calendar.m, ctime.m, date.m, etime.m:
Add return arguments to @deftypefn macros where they were missing. Rename
variables in functions (particularly generic "retval") to match documentation.
Rename some return variables for (hopefully) better clarity (e.g., 'ax' to 'hax'
to indicate it is a graphics handle to an axes object).
author | Rik <rik@octave.org> |
---|---|
date | Wed, 30 Mar 2022 20:40:27 -0700 |
parents | 796f54d4ddbf |
children | 597f3ee61a48 |
rev | line source |
---|---|
27923
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
1 ######################################################################## |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
2 ## |
30564
796f54d4ddbf
update Octave Project Developers copyright for the new year
John W. Eaton <jwe@octave.org>
parents:
29359
diff
changeset
|
3 ## Copyright (C) 1995-2022 The Octave Project Developers |
27918
b442ec6dda5c
use centralized file for copyright info for individual contributors
John W. Eaton <jwe@octave.org>
parents:
26376
diff
changeset
|
4 ## |
27923
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
5 ## See the file COPYRIGHT.md in the top-level directory of this |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
6 ## distribution or <https://octave.org/copyright/>. |
3426 | 7 ## |
3922 | 8 ## This file is part of Octave. |
9 ## | |
24534
194eb4bd202b
maint: Update punctuation for GPL v3 license text.
Rik <rik@octave.org>
parents:
23220
diff
changeset
|
10 ## Octave is free software: you can redistribute it and/or modify it |
3922 | 11 ## under the terms of the GNU General Public License as published by |
24534
194eb4bd202b
maint: Update punctuation for GPL v3 license text.
Rik <rik@octave.org>
parents:
23220
diff
changeset
|
12 ## the Free Software Foundation, either version 3 of the License, or |
22755
3a2b891d0b33
maint: Standardize Copyright formatting.
Rik <rik@octave.org>
parents:
22323
diff
changeset
|
13 ## (at your option) any later version. |
3426 | 14 ## |
3922 | 15 ## Octave is distributed in the hope that it will be useful, but |
3191 | 16 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
22755
3a2b891d0b33
maint: Standardize Copyright formatting.
Rik <rik@octave.org>
parents:
22323
diff
changeset
|
17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
3a2b891d0b33
maint: Standardize Copyright formatting.
Rik <rik@octave.org>
parents:
22323
diff
changeset
|
18 ## GNU General Public License for more details. |
3426 | 19 ## |
3191 | 20 ## You should have received a copy of the GNU General Public License |
7016 | 21 ## along with Octave; see the file COPYING. If not, see |
24534
194eb4bd202b
maint: Update punctuation for GPL v3 license text.
Rik <rik@octave.org>
parents:
23220
diff
changeset
|
22 ## <https://www.gnu.org/licenses/>. |
27923
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
23 ## |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
24 ######################################################################## |
3191 | 25 |
3449 | 26 ## -*- texinfo -*- |
30875
5d3faba0342e
doc: Ensure documentation lists output argument when it exists for all m-files.
Rik <rik@octave.org>
parents:
30564
diff
changeset
|
27 ## @deftypefn {} {@var{x} =} arma_rnd (@var{a}, @var{b}, @var{v}, @var{t}, @var{n}) |
20165
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
28 ## Return a simulation of the ARMA model. |
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
29 ## |
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
30 ## The ARMA model is defined by |
3449 | 31 ## |
32 ## @example | |
9051
1bf0ce0930be
Grammar check TexInfo in all .m files
Rik <rdrider0-list@yahoo.com>
parents:
8920
diff
changeset
|
33 ## @group |
1bf0ce0930be
Grammar check TexInfo in all .m files
Rik <rdrider0-list@yahoo.com>
parents:
8920
diff
changeset
|
34 ## x(n) = a(1) * x(n-1) + @dots{} + a(k) * x(n-k) |
1bf0ce0930be
Grammar check TexInfo in all .m files
Rik <rdrider0-list@yahoo.com>
parents:
8920
diff
changeset
|
35 ## + e(n) + b(1) * e(n-1) + @dots{} + b(l) * e(n-l) |
1bf0ce0930be
Grammar check TexInfo in all .m files
Rik <rdrider0-list@yahoo.com>
parents:
8920
diff
changeset
|
36 ## @end group |
3449 | 37 ## @end example |
3191 | 38 ## |
3449 | 39 ## @noindent |
20165
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
40 ## in which @var{k} is the length of vector @var{a}, @var{l} is the length of |
20181
aa36fb998a4d
maint: Remove unnecessary whitespace at end of lines.
Rik <rik@octave.org>
parents:
20165
diff
changeset
|
41 ## vector @var{b} and @var{e} is Gaussian white noise with variance @var{v}. |
20165
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
42 ## The function returns a vector of length @var{t}. |
3191 | 43 ## |
20165
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
44 ## The optional parameter @var{n} gives the number of dummy @var{x}(@var{i}) |
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
45 ## used for initialization, i.e., a sequence of length @var{t}+@var{n} is |
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
46 ## generated and @var{x}(@var{n}+1:@var{t}+@var{n}) is returned. If @var{n} |
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
47 ## is omitted, @var{n} = 100 is used. |
3449 | 48 ## @end deftypefn |
3426 | 49 |
28789
28de41192f3c
Eliminate unneeded verification of nargin, nargout in m-files.
Rik <rik@octave.org>
parents:
27984
diff
changeset
|
50 function x = arma_rnd (a, b, v, t, n = 100) |
3191 | 51 |
28789
28de41192f3c
Eliminate unneeded verification of nargin, nargout in m-files.
Rik <rik@octave.org>
parents:
27984
diff
changeset
|
52 if (nargin < 4) |
6046 | 53 print_usage (); |
5568 | 54 endif |
3191 | 55 |
5568 | 56 if ((min (size (a)) > 1) || (min (size (b)) > 1)) |
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
10483
diff
changeset
|
57 error ("arma_rnd: A and B must not be matrices"); |
5568 | 58 endif |
3426 | 59 |
19833
9fc020886ae9
maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents:
19697
diff
changeset
|
60 if (! isscalar (t)) |
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
10483
diff
changeset
|
61 error ("arma_rnd: T must be a scalar"); |
5568 | 62 endif |
3426 | 63 |
28789
28de41192f3c
Eliminate unneeded verification of nargin, nargout in m-files.
Rik <rik@octave.org>
parents:
27984
diff
changeset
|
64 if (! isscalar (n)) |
28de41192f3c
Eliminate unneeded verification of nargin, nargout in m-files.
Rik <rik@octave.org>
parents:
27984
diff
changeset
|
65 error ("arma_rnd: N must be a scalar"); |
28de41192f3c
Eliminate unneeded verification of nargin, nargout in m-files.
Rik <rik@octave.org>
parents:
27984
diff
changeset
|
66 endif |
28de41192f3c
Eliminate unneeded verification of nargin, nargout in m-files.
Rik <rik@octave.org>
parents:
27984
diff
changeset
|
67 |
5568 | 68 ar = length (a); |
69 br = length (b); | |
3426 | 70 |
5568 | 71 a = reshape (a, ar, 1); |
72 b = reshape (b, br, 1); | |
3426 | 73 |
8506 | 74 ## Apply our notational convention. |
75 a = [1; -a]; | |
5568 | 76 b = [1; b]; |
77 | |
78 n = min (n, ar + br); | |
3191 | 79 |
5568 | 80 e = sqrt (v) * randn (t + n, 1); |
81 | |
82 x = filter (b, a, e); | |
83 x = x(n + 1 : t + n); | |
3191 | 84 |
85 endfunction |