#!/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 tsgaussian.tsmath.tsmath.tsunfraction. The data
# was selected from an analysis of equity market indices, which,
# typically, have a root mean square value of the normalized increments
# of 0.01, and an average value of the normalized increments of 0.0003.
#
# A data file was made by running:
#
# ../../simulation/tsgaussian 5000 | ../../utilities/tsmath -t -m 0.01 | ../../utilities/tsmath -t -a 0.0003 | ../../utilities/tsunfraction > data
#
# where tsmath is used to first, multiply the output of the tsgaussian
# program, which produces a time series of a random variable with a
# Gaussian distribution that has a mean of zero, and a standard
# deviation of unity, by 0.01, and then offset the mean by 0.0003-the
# tsunfraction is used to cumulative sum the time series.
#
# $Revision: 0.0 $
# $Date: 1995/11/15 04:57:47 $
# $Id: NOTES,v 0.0 1995/11/15 04:57:47 john Exp $
# $Log: NOTES,v $
# Revision 0.0  1995/11/15 04:57:47  john
# Initial version
#
#
../../simulation/tsgaussian 5000 | ../../utilities/tsmath -t -m 0.01 | ../../utilities/tsmath -t -a 0.0003 | ../../utilities/tsunfraction > data
