#!/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 tsmarket. 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
#     data.tsfraction.tsavg-p, 0.01060 ~ 0.01
#
# A data file was made by running:
#
# ../../simulation/tsmarket -p 0.55 -c 11 300 > data
#
# where the -p argument is found as follows:
#
#     if all of the companies participating in the industrial market are
#     operating optimally, ie. where F = 2P - 1, then the average of the
#     normalized increments of the market time series history (from
#     data.tsfraction.tsavg-p,) squared should be the root mean square
#     value of the normalized increments of the market time series
#     history, which should, also, be F, or F ~ sqrt (0.01) ~ 0.1, or P
#     = 0.55
#
# and the -c argument is found as follows:
#
#     if the companies participating in the market are assumed to each
#     have equal share of the market, then their contributions to the
#     market would add linearly, and the root mean square values of
#     their normalized increments of the time series history of the
#     individual companies would add root mean square, or 0.03 ~ sqrt
#     ((1 / n) * 0.1 * 0.1), where n is the number of companies in the
#     market, or n ~ 11.
#
# $Revision: 0.0 $
# $Date: 1995/11/15 05:07:07 $
# $Id: NOTES,v 0.0 1995/11/15 05:07:07 john Exp $
# $Log: NOTES,v $
# Revision 0.0  1995/11/15 05:07:07  john
# Initial version
#
#
../../simulation/tsmarket -p 0.55 -c 11 300 > data
