view scripts/signal/arma_rnd.m @ 28789:28de41192f3c

Eliminate unneeded verification of nargin, nargout in m-files. * FIRfilter.m, FIRfilter_aggregation.m, get.m, polynomial.m, polynomial_superiorto.m, polynomial2.m, makeUniqueStrings.m, base64decode.m, base64encode.m, cd.m, lin2mu.m, record.m, sound.m, soundsc.m, accumarray.m, accumdim.m, bitcmp.m, bitset.m, cart2pol.m, celldisp.m, circshift.m, cplxpair.m, cumtrapz.m, flip.m, idivide.m, interpft.m, logspace.m, pol2cart.m, polyarea.m, postpad.m, prepad.m, rat.m, rot90.m, rotdim.m, shift.m, shiftdim.m, sortrows.m, trapz.m, dsearch.m, dsearchn.m, getappdata.m, getpixelposition.m, guidata.m, guihandles.m, isappdata.m, listfonts.m, uigetdir.m, waitforbuttonpress.m, __makeinfo__.m, doc.m, get_first_help_sentence.m, autumn.m, bone.m, brighten.m, cmpermute.m, cmunique.m, colorcube.m, contrast.m, cool.m, copper.m, cubehelix.m, flag.m, gray.m, gray2ind.m, hot.m, hsv.m, im2double.m, im2frame.m, imformats.m, jet.m, lines.m, ocean.m, pink.m, prism.m, rainbow.m, rgbplot.m, spinmap.m, spring.m, summer.m, viridis.m, white.m, winter.m, beep.m, importdata.m, is_valid_file_id.m, javachk.m, javaclasspath.m, findstr.m, genvarname.m, strmatch.m, bandwidth.m, commutation_matrix.m, cond.m, cross.m, isdefinite.m, ishermitian.m, issymmetric.m, krylov.m, linsolve.m, logm.m, lscov.m, null.m, ordeig.m, orth.m, rank.m, rref.m, vecnorm.m, bunzip2.m, citation.m, computer.m, copyfile.m, dir.m, dos.m, fileattrib.m, gunzip.m, inputParser.m, inputname.m, ismac.m, ispc.m, isunix.m, license.m, list_primes.m, methods.m, mkdir.m, movefile.m, nargchk.m, news.m, orderfields.m, recycle.m, tar.m, unix.m, unpack.m, untar.m, unzip.m, ver.m, version.m, what.m, zip.m, decic.m, fminbnd.m, fminunc.m, fsolve.m, fzero.m, glpk.m, humps.m, lsqnonneg.m, optimget.m, pqpnonneg.m, sqp.m, pathdef.m, camlookat.m, hidden.m, specular.m, plotmatrix.m, smooth3.m, sombrero.m, stemleaf.m, __gnuplot_drawnow__.m, __opengl_info__.m, ancestor.m, cla.m, close.m, closereq.m, copyobj.m, gca.m, gcf.m, ginput.m, graphics_toolkit.m, groot.m, hgload.m, hgsave.m, isgraphics.m, ishold.m, linkaxes.m, meshgrid.m, newplot.m, refresh.m, refreshdata.m, rotate.m, saveas.m, struct2hdl.m, conv.m, mkpp.m, mpoles.m, padecoef.m, pchip.m, polyder.m, polyfit.m, polygcd.m, polyint.m, polyout.m, polyval.m, ppder.m, ppint.m, getpref.m, ispref.m, rmpref.m, profexport.m, profshow.m, powerset.m, arch_fit.m, arma_rnd.m, blackman.m, detrend.m, diffpara.m, fftconv.m, fftfilt.m, filter2.m, freqz.m, freqz_plot.m, hamming.m, hanning.m, sinetone.m, sinewave.m, spectral_adf.m, spectral_xdf.m, stft.m, unwrap.m, gplot.m, ichol.m, ilu.m, spdiags.m, sprand.m, sprandn.m, spstats.m, svds.m, treelayout.m, treeplot.m, betainc.m, betaincinv.m, ellipke.m, gammainc.m, gammaincinv.m, legendre.m, pow2.m, hankel.m, pascal.m, rosser.m, toeplitz.m, bounds.m, corr.m, cov.m, histc.m, kendall.m, kurtosis.m, mad.m, mode.m, moment.m, prctile.m, quantile.m, range.m, ranks.m, run_count.m, skewness.m, spearman.m, std.m, var.m, zscore.m, dec2base.m, dec2bin.m, dec2hex.m, index.m, mat2str.m, native2unicode.m, ostrsplit.m, strjoin.m, strjust.m, strtok.m, substr.m, unicode2native.m, untabify.m, __debug_octave__.m, demo.m, example.m, fail.m, oruntests.m, dump_demos.m, speed.m, test.m, date.m, datenum.m, datestr.m, datevec.m, is_leap_year.m, now.m, weekday.m: Eliminate unneeded verification of nargin, nargout in m-files now that the interpreter checks these values.
author Rik <rik@octave.org>
date Thu, 24 Sep 2020 14:44:58 -0700
parents b09432b20a84
children 7854d5752dd2
line wrap: on
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########################################################################
##
## Copyright (C) 1995-2020 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## 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 3 of the License, 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, see
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn {} {} arma_rnd (@var{a}, @var{b}, @var{v}, @var{t}, @var{n})
## Return a simulation of the ARMA model.
##
## The ARMA model is defined by
##
## @example
## @group
## x(n) = a(1) * x(n-1) + @dots{} + a(k) * x(n-k)
##      + e(n) + b(1) * e(n-1) + @dots{} + b(l) * e(n-l)
## @end group
## @end example
##
## @noindent
## in which @var{k} is the length of vector @var{a}, @var{l} is the length of
## vector @var{b} and @var{e} is Gaussian white noise with variance @var{v}.
## The function returns a vector of length @var{t}.
##
## The optional parameter @var{n} gives the number of dummy @var{x}(@var{i})
## used for initialization, i.e., a sequence of length @var{t}+@var{n} is
## generated and @var{x}(@var{n}+1:@var{t}+@var{n}) is returned.  If @var{n}
## is omitted, @var{n} = 100 is used.
## @end deftypefn

function x = arma_rnd (a, b, v, t, n = 100)

  if (nargin < 4)
    print_usage ();
  endif

  if ((min (size (a)) > 1) || (min (size (b)) > 1))
    error ("arma_rnd: A and B must not be matrices");
  endif

  if (! isscalar (t))
    error ("arma_rnd: T must be a scalar");
  endif

  if (! isscalar (n))
    error ("arma_rnd: N must be a scalar");
  endif

  ar = length (a);
  br = length (b);

  a = reshape (a, ar, 1);
  b = reshape (b, br, 1);

  ## Apply our notational convention.
  a = [1; -a];
  b = [1; b];

  n = min (n, ar + br);

  e = sqrt (v) * randn (t + n, 1);

  x = filter (b, a, e);
  x = x(n + 1 : t + n);

endfunction