spm_rand_mar.m 584 B

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  1. function [y] = spm_rand_mar(m,n,a)
  2. % generates random variates from an autoregressive process
  3. % FORMAT [y] = spm_rand_mar(m,n,a)
  4. % m - time bins
  5. % n - variates
  6. % a - autoregression coefficients
  7. %
  8. % see also: spm_rand_power_law
  9. %__________________________________________________________________________
  10. % Copyright (C) 2012 Wellcome Trust Centre for Neuroimaging
  11. % Karl Friston
  12. % $Id: spm_rand_mar.m 5633 2013-09-10 13:58:03Z karl $
  13. % create random process
  14. %--------------------------------------------------------------------------
  15. y = spm_sqrtm(spm_Q(a,m))*randn(m,n);