Mercurial > octave
view scripts/signal/arma_rnd.m @ 27984:b09432b20a84
maint: Remove special cases of old version control keywords in code base.
* common_size.m, cumtrapz.m, interp1.m, polyarea.m, trapz.m, inpolygon.m,
summer.m, javamem.m, duplication_matrix.m, subspace.m, starting_stepsize.m,
text.m, errorbar.m, loglogerr.m, peaks.m, __errplot__.m, semilogxerr.m,
semilogyerr.m, stemleaf.m, streamtube.m, __pltopt__.m, printd.m, pchip.m,
arch_fit.m, arch_rnd.m, arch_test.m, arma_rnd.m, autoreg_matrix.m, bartlett.m,
blackman.m, diffpara.m, durbinlevinson.m, fractdiff.m, hamming.m, hanning.m,
hurst.m, ifftshift.m, periodogram.m, rectangle_lw.m, rectangle_sw.m,
triangle_lw.m, triangle_sw.m, sinetone.m, sinewave.m, spectral_adf.m,
spectral_xdf.m, spencer.m, stft.m, synthesis.m, yulewalker.m, bicg.m,
bicgstab.m, cgs.m, gmres.m, pcr.m, sprand.m, tfqmr.m, betaincinv.m, betaln.m,
gammaincinv.m, hadamard.m, center.m, cov.m, discrete_inv.m, discrete_pdf.m,
discrete_rnd.m, empirical_cdf.m, empirical_inv.m, empirical_pdf.m,
empirical_rnd.m, iqr.m, kendall.m, mean.m, meansq.m, moment.m, prctile.m,
quantile.m, range.m, run_count.m, spearman.m, statistics.m, var.m, zscore.m,
datenum.m, datevec.m:
Remove special cases of old version control keywords in code base.
author | Rik <rik@octave.org> |
---|---|
date | Tue, 21 Jan 2020 14:04:31 -0800 |
parents | bd51beb6205e |
children | 28de41192f3c 0a5b15007766 |
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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) if (nargin == 4) n = 100; elseif (nargin == 5) if (! isscalar (n)) error ("arma_rnd: N must be a scalar"); endif else 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 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