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Some Pascal Procedures and Functions

  • Corinne Berzin
  • Alain Latour
  • José R. León
Chapter
Part of the Lecture Notes in Statistics book series (LNS, volume 216)

Abstract

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.

Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  • Corinne Berzin
    • 1
  • Alain Latour
    • 1
  • José R. León
    • 2
  1. 1.Laboratoire Jean-KuntzmannUniversité Grenoble-AlpesGrenobleFrance
  2. 2.Escuela de Matemática Facultad de CienciasUniversidad Central de VenezuelaCaracasVenezuela

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