#!/bin/sh
#
# -----------------------------------------------------------------------------
#
# A license is hereby granted to reproduce this software source code and
# to create executable versions from this source code for personal,
# non-commercial use.  The copyright notice included with the software
# must be maintained in all copies produced.
#
# THIS PROGRAM IS PROVIDED "AS IS". THE AUTHOR PROVIDES NO WARRANTIES
# WHATSOEVER, EXPRESSED OR IMPLIED, INCLUDING WARRANTIES OF
# MERCHANTABILITY, TITLE, OR FITNESS FOR ANY PARTICULAR PURPOSE.  THE
# AUTHOR DOES NOT WARRANT THAT USE OF THIS PROGRAM DOES NOT INFRINGE THE
# INTELLECTUAL PROPERTY RIGHTS OF ANY THIRD PARTY IN ANY COUNTRY.
#
# Copyright (c) 1995, John Conover, All Rights Reserved.
#
# Comments and/or bug reports should be addressed to:
#
#     john@johncon.com (John Conover)
#
# -----------------------------------------------------------------------------
#
# Make the data file for tscoin.tsunfairbrownian.tssample. The data from
# files in the ../computer.office ../electronic.components.production
# ../electronic.components.shipments ../information.systems directories
# were averaged and found to be:
#
#     data.tslogreturns-p.tsshannon.returns, 0.0145 ~ 0.015
#     data.tslogreturns-p.tsshannon.probability, 0.5698 ~ 0.6
#     data.tsshannonmax-p.max, 0.70 ~ 0.7000
#     data.tsfraction.tsnormal-p.stddev, 0.0278 ~ 0.03
#     data.tsfraction.tsrms-p, 0.02992 ~ 0.03
#
# A data file was made by first running:
#
# ../../simulation/tscoin -p 0.70 1500 > data.1
#
# and the fraction altered by running:
#
# ../../simulation/tsunfairbrownian -f 0.0894 data.1 > data.2
#
# where the -f argument was derived by f = 2P - 1, and P is 0.6,
# or f = 0.2, which must be reduced by a factor of 5^0.5, and
# 0.2 / 5^0.5 = 0.0894, with the output sampled:
#
# ../../utilities/tssample -i 5 data.2 > data
#
# to produce 300 records, which is consistent with the number of records
# in the data files of the listed directories.
#
# $Revision: 0.0 $
# $Date: 1995/11/15 05:01:24 $
# $Id: NOTES,v 0.0 1995/11/15 05:01:24 john Exp $
# $Log: NOTES,v $
# Revision 0.0  1995/11/15 05:01:24  john
# Initial version
#
#
../../simulation/tscoin -p 0.70 1500 > data.1
../../simulation/tsunfairbrownian -f 0.0894 data.1 > data.2
../../utilities/tssample -i 5 data.2 > data
rm -f data.1 data.2
