Implement arma_rnd.sci in Scilab

1 files changed, 30 insertions, 45 deletions

diff --git a/macros/arma_rnd.sci b/macros/arma_rnd.sci
index 5e9ca12..fb428cc 100644
--- a/macros/arma_rnd.sci
+++ b/macros/arma_rnd.sci
@@ -1,27 +1,20 @@
+function x = arma_rnd (a, b, v, t, n)
 //Return a simulation of the ARMA model.
-
-//Calling Sequence
+//Calling Sequence:
 //arma_rnd (a, b, v, t, n)
 //arma_rnd (a, b, v, t)
-
-//Parameters
-//a: vector
-//b: vector
+//Parameters:
+//a: Real vector
+//b: Real vector
 //v: Variance
 //t: Length of output vector
 //n: Number of dummy x(i) used for initialization
-
-//Description
-//This is an Octave function.
-//The ARMA model is defined by
-//
-//x(n) = a(1) * x(n-1) + … + a(k) * x(n-k)
-//     + e(n) + b(1) * e(n-1) + … + b(l) * e(n-l)
+//Description:
+//The ARMA model is defined by x(n) = a(1) * x(n-1) + … + a(k) * x(n-k)     + e(n) + b(1) * e(n-1) + … + b(l) * e(n-l)
 //in which k is the length of vector a, l is the length of vector b and e is Gaussian white noise with variance v. The function returns a vector of length t.
-//
-//The optional parameter n gives the number of dummy x(i) used for initialization, i.e., a sequence of length t+n is generated and x(n+1:t+n) is returned. If n is omitted, n = 100 is used.
-
-//Examples
+//The optional parameter n gives the number of dummy x(i) used for initialization, i.e., a sequence of length t+n is generated and x(n+1:t+n) is returned.
+//If n is omitted, n = 100 is used.
+//Examples:
 //a = [1 2 3 4 5];
 //b = [7 8 9 10 11];
 //v = 10;
@@ -30,36 +23,13 @@
 //arma_rnd (a, b, v, t, n)
 //Output :
 // ans  =
-//
 //    61400.907
 //    158177.11
 //    407440.29
 //    1049604.
 //    2703841.3
 
-
-//function res = arma_rnd (a, b, v, t, n)
-//funcprot(0);
-//lhs = argn(1)
-//rhs = argn(2)
-//if (rhs < 5 | rhs > 6)
-//error("Wrong number of input arguments.")
-//end
-//
-//select(rhs)
-//
-//	case 5 then
-//	res = callOctave("arma_rnd",a, b, v, t)
-//
-//	case 6 then
-//	res = callOctave("arma_rnd",a, b, v, t, n)
-//
-//	end
-//endfunction
-
-function x = arma_rnd (a, b, v, t, n)
-
-  funcprot();
+  funcprot(0);
   [nargout,nargin] = argn() ;
 
   if (nargin == 4)
@@ -69,7 +39,7 @@ function x = arma_rnd (a, b, v, t, n)
       error ("arma_rnd: N must be a scalar");
     end
   else
-    error("arma_rnd: invalid input");
+    error("Wrong number of input arguments.");
   end
 
   if ((min (size (a)) > 1) | (min (size (b)) > 1))
@@ -85,16 +55,31 @@ function x = arma_rnd (a, b, v, t, n)
 
   a = matrix (a, ar, 1);
   b = matrix (b, br, 1);
-
-  // Apply our notational convention.
   a = [1; -a];
   b = [1; b];
 
   n = min (n, ar + br);
-
   e = sqrt (v) * rand(t + n, 1);
 
   x = filter (b, a, e);
   x = x(n + 1 : t + n);
 
 endfunction
+
+//input validation:
+//a = [1, 2, 3, 4];
+//b = [5, 6, 7];
+//assert_checkerror("arma_rnd()", "Wrong number of input arguments.");
+//assert_checkerror("arma_rnd(1, 2, 3, 4, 5, 6)", "Wrong number of input arguments.");
+//assert_checkerror("arma_rnd(a, b, 5, 2, a);", "arma_rnd: N must be a scalar");
+//assert_checkerror("arma_rnd(a, b, 5, a);", "arma_rnd: T must be a scalar");
+//assert_checkerror("arma_rnd([1 2; 3 4], [5 6; 7 8], 5, 1);", "arma_rnd: A and B must not be matrices");
+
+//tests:
+//NOTE: The output of arma_rnd is supposed to be random, so we cannot expect the same output for equivalent input.
+//a = [1, 2, 3, 4];
+//b = [5, 6, 7, 8];
+//assert_checkequal(size(arma_rnd(a, b, 5, 1)), [1 1]);
+//assert_checkequal(size(arma_rnd(a, b, 5, 2, 100)), [2 1]);
+//assert_checkequal(size(arma_rnd(a', b', 1, 10, 50)), [10 1]);
+//assert_checkequal(size(arma_rnd(a, b', 1, 4, 5)), [4 1]);