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author | ttt | 2018-12-06 13:42:14 +0530 |
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committer | ttt | 2018-12-06 13:42:14 +0530 |
commit | d6e8cfd86be242d0a1a09a1ef7d8b7f3d12af795 (patch) | |
tree | fdbe9d1a10e7c256e86d7efae276fa75615cd0ba /help/en_US/arch_rnd.xml | |
parent | 3ffa5ac619587eadfdb4ffd3e2fee57fee385e21 (diff) | |
download | FOSSEE-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.xml | 57 |
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> |