octave: scripts/signal/arma

annotate scripts/signal/arma_rnd.m @ 27923:bd51beb6205e

update formatting of copyright notices * Use <https://octave.org/copyright/> instead of <https://octave.org/COPYRIGHT.html/>. * For consistency with other comments in the Octave sources, use C++-style comments for copyright blocks in C and C++ files. * Use delimiters above and below copyright blocks that are appropriate for the language used in the file. * Eliminate extra spacing inside copyright blocks. * lex.ll (looks_like_copyright): Also allow newlines and carriage returns before the word "Copyright". * scripts/mk-doc.pl (gethelp): Also skip empty comment lines. * bp-table.cc, type.m: Adjust tests.

author	John W. Eaton <jwe@octave.org>
date	Wed, 08 Jan 2020 11:59:41 -0500
parents	1891570abac8
children	b09432b20a84

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 ##
27919 1891570abac8 update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 27918 diff changeset	3 ## Copyright (C) 1995-2020 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 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	7 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3457 diff changeset	8 ## This file is part of Octave.
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3457 diff changeset	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 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3457 diff changeset	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 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	14 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3457 diff changeset	15 ## Octave is distributed in the hope that it will be useful, but
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	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 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	19 ##
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	20 ## You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6046 diff changeset	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 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	25
3449 858695b3ed62 [project @ 2000-01-18 04:08:59 by jwe] jwe parents: 3426 diff changeset	26 ## -- texinfo --
20852 516bb87ea72e 2015 Code Sprint: remove class of function from docstring for all m-files. Rik <rik@octave.org> parents: 20181 diff changeset	27 ## @deftypefn {} {} 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 858695b3ed62 [project @ 2000-01-18 04:08:59 by jwe] jwe parents: 3426 diff changeset	31 ##
858695b3ed62 [project @ 2000-01-18 04:08:59 by jwe] jwe parents: 3426 diff changeset	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 858695b3ed62 [project @ 2000-01-18 04:08:59 by jwe] jwe parents: 3426 diff changeset	37 ## @end example
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	38 ##
3449 858695b3ed62 [project @ 2000-01-18 04:08:59 by jwe] jwe parents: 3426 diff changeset	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 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	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 858695b3ed62 [project @ 2000-01-18 04:08:59 by jwe] jwe parents: 3426 diff changeset	48 ## @end deftypefn
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	49
3457 e031284eea27 [project @ 2000-01-19 08:49:56 by jwe] jwe parents: 3449 diff changeset	50 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
e031284eea27 [project @ 2000-01-19 08:49:56 by jwe] jwe parents: 3449 diff changeset	51 ## Description: Simulate an ARMA process
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	52
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	53 function x = arma_rnd (a, b, v, t, n)
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	54
5568 e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	55 if (nargin == 4)
e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	56 n = 100;
e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	57 elseif (nargin == 5)
19833 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	58 if (! isscalar (n))
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	59 error ("arma_rnd: N must be a scalar");
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	60 endif
5568 e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	61 else
6046 34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe] jwe parents: 5568 diff changeset	62 print_usage ();
5568 e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	63 endif
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	64
5568 e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	65 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	66 error ("arma_rnd: A and B must not be matrices");
5568 e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	67 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	68
19833 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	69 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	70 error ("arma_rnd: T must be a scalar");
5568 e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	71 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	72
5568 e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	73 ar = length (a);
e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	74 br = length (b);
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	75
5568 e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	76 a = reshape (a, ar, 1);
e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	77 b = reshape (b, br, 1);
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	78
8506 bc982528de11 comment style fixes John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	79 ## Apply our notational convention.
bc982528de11 comment style fixes John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	80 a = [1; -a];
5568 e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	81 b = [1; b];
e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	82
e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	83 n = min (n, ar + br);
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	84
5568 e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	85 e = sqrt (v) * randn (t + n, 1);
e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	86
e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	87 x = filter (b, a, e);
e9cde940b271 [project @ 2005-12-08 02:28:22 by jwe] jwe parents: 5307 diff changeset	88 x = x(n + 1 : t + n);
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	89
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	90 endfunction

Mercurial > octave

annotate scripts/signal/arma_rnd.m @ 27923:bd51beb6205e