1## Copyright (C) 1995, 1996, 1997, 2005, 2007, 2008, 2009 Friedrich Leisch
3## This file is part of Octave.
5## Octave is free software; you can redistribute it and/or modify it
6## under the terms of the GNU General Public License as published by
7## the Free Software Foundation; either version 3 of the License, or (at
8## your option) any later version.
10## Octave is distributed in the hope that it will be useful, but
11## WITHOUT ANY WARRANTY; without even the implied warranty of
12## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13## General Public License for more details.
15## You should have received a copy of the GNU General Public License
16## along with Octave; see the file COPYING. If not, see
17## <http://www.gnu.org/licenses/>.
20## @deftypefn {Function File} {} wiener_rnd (@var{t}, @var{d}, @var{n})
21## Return a simulated realization of the @var{d}-dimensional Wiener Process
22## on the interval [0, @var{t}]. If @var{d} is omitted, @var{d} = 1 is
23## used. The first column of the return matrix contains time, the
24## remaining columns contain the Wiener process.
26## The optional parameter @var{n} gives the number of summands used for
27## simulating the process over an interval of length 1. If @var{n} is
28## omitted, @var{n} = 1000 is used.
31## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
32## Description: Simulate a Wiener process
34## Deprecated in version 3.0
36function retval = wiener_rnd (varargin)
38 persistent warned = false;
41 warning ("Octave:deprecated-function",
42 "wiener_rnd is obsolete and will be removed from a future version of Octave; please use wienrnd instead");
45 retval = wienrnd (varargin{:});
