Some Pascal Procedures and Functions
In this chapter, we give the important Pascal procedures used in the simulation studies: the uniform and the normal generators. These are the basic functions use in the procedure DurbinSim written to simulate a trajectory of a Gaussian stationary process. If the increments are simulated, the function Somme is used to get the trajectory. We also give the procedure Model that control the simulation of the four different models defined by a stochastic differential equation considered in the text.