summaryrefslogtreecommitdiff
path: root/help/en_US/arch_rnd.xml
diff options
context:
space:
mode:
authorttt2018-12-06 13:42:14 +0530
committerttt2018-12-06 13:42:14 +0530
commitd6e8cfd86be242d0a1a09a1ef7d8b7f3d12af795 (patch)
treefdbe9d1a10e7c256e86d7efae276fa75615cd0ba /help/en_US/arch_rnd.xml
parent3ffa5ac619587eadfdb4ffd3e2fee57fee385e21 (diff)
downloadFOSSEE-Signal-Processing-Toolbox-d6e8cfd86be242d0a1a09a1ef7d8b7f3d12af795.tar.gz
FOSSEE-Signal-Processing-Toolbox-d6e8cfd86be242d0a1a09a1ef7d8b7f3d12af795.tar.bz2
FOSSEE-Signal-Processing-Toolbox-d6e8cfd86be242d0a1a09a1ef7d8b7f3d12af795.zip
code by jitendra and added more test4.sce
Diffstat (limited to 'help/en_US/arch_rnd.xml')
-rw-r--r--help/en_US/arch_rnd.xml57
1 files changed, 1 insertions, 56 deletions
diff --git a/help/en_US/arch_rnd.xml b/help/en_US/arch_rnd.xml
index fe24c5c..d7441d2 100644
--- a/help/en_US/arch_rnd.xml
+++ b/help/en_US/arch_rnd.xml
@@ -17,62 +17,7 @@
<refnamediv>
<refname>arch_rnd</refname>
- <refpurpose>Simulate an ARCH sequence of length t with AR coefficients b and CH coefficients a.</refpurpose>
+ <refpurpose>funcprot(0);</refpurpose>
</refnamediv>
-
-<refsynopsisdiv>
- <title>Calling Sequence</title>
- <synopsis>
- arch_rnd (a, b, t)
- </synopsis>
-</refsynopsisdiv>
-
-<refsection>
- <title>Parameters</title>
- <variablelist>
- <varlistentry><term>a:</term>
- <listitem><para> CH coefficients</para></listitem></varlistentry>
- <varlistentry><term>b:</term>
- <listitem><para> AR coefficients</para></listitem></varlistentry>
- <varlistentry><term>t:</term>
- <listitem><para> Length of ARCH sequence</para></listitem></varlistentry>
- </variablelist>
-</refsection>
-
-<refsection>
- <title>Description</title>
- <para>
-It Simulates an ARCH sequence of length t with AR coefficients b and CH coefficients a.
-The result y(t) follows the model
- </para>
- <para>
- <latex>
- \begin{eqnarray}
-y(t) = b(1) + b(2) * y(t-1) + … + b(lb) * y(t-lb+1) + e(t)
- \end{eqnarray}
- </latex>
-<para>
-where e(t), given y up to time t-1, is N(0, h(t)), with
-</para>
- </para>
- <para>
- <latex>
- \begin{eqnarray}
-h(t) = a(1) + a(2) * e(t-1)^2 + … + a(la) * e(t-la+1)^2
- \end{eqnarray}
- </latex>
-</para>
-</refsection>
-
-<refsection>
- <title>Examples</title>
- <programlisting role="example"><![CDATA[
-a = [1 2 3 4 5];
-b = [7 8 9 10];
-t = 5 ;
-arch_rnd (a, b, t)
-
- ]]></programlisting>
-</refsection>
</refentry>