/**************************************************************************************
durlevsim:?adapted?（with?permission）?from?DLSim?of?the?ltsa?package.
input?parameters:
	error?-?vector?of?length?n?innovation?sequence
	nR?-?length?of?time?series
	c?-?vector?of?length?n?containing?the?autocovariances
	EPSL?-?machine?epsilon?in?double?precision
	
	output?parameters:
	z?-?vector?of?length?n?simulated?time?series
	ifault?-??0?OK?;??1?c?is?not?p.d.????
***************************************************************************************/

#include?

void?durlevsim（double?*z?double?*error?int?*nR?double?*c?double?*EPSL?int?*fault）??
{
	double?sum;
	int?ijkn;
	double?EPS;

	
	*fault?=?0;
	n?=?*nR;
	EPS?=?*EPSL;
	if?（n?	double?v[n]phi[n]phiki[n]phikj[n];?
	
	v[0]?=?c[0];
	z[0]?=?error[0]*sqrt（v[0]）;
	
	if?（c[0]?<=?EPS）?*fault?=?1;
	phi[0]?=?c[1]?/?c[0];
	phiki[0]?=?phi[0];
	v[1]?=?v[0]?*?（1.0?-?phi[0]*phi[0]）;
	z[1]?=?sqrt（v[1]）*error[1]?+?phi[0]?*?z[0];
	
	if?（v[1]?<=?EPS）?*fault?=?1;
	
	for?（k?=?2;?k?	{
		sum?=?0.0;
		for?（i?=?1;?i?			sum?+=?phiki[i?-?1]?*?c[k?-?i];	?????????
		phi[k?-?1]?=?（c[k]?-?sum）?/?v[k?-?1];?
		for?（j?=?1;?j		{
			phikj[j?-?1]?=?phiki[j?-?1]?-?phi[k?-?1]?*?phiki[k?-?j?-?1];
		}
		phikj[k?-?1]?=?phi[k?-?1];
		sum?=?0.0;
		for?（j?=?1;?j<=k;?j++）
		{
			sum?+=?phikj[j?-?1]?*?z[k?-?j];
			phiki[j?-?1]?=?phikj[j?-?1];
		}
		v[k]?=?v[k?-?1]?*?（1.0?-?phi[k?-?1]*phi[k?-?1]）;
		if?（v[k]?<=?EPS）?*fault?=?1;
		error[k]?*=?sqrt（v[k]）;?
		z[k]?=?error[k]?+?sum;
		}
	
	return;????
}

?屬性????????????大小?????日期????時間???名稱
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?????目錄???????????0??2015-11-17?20:53??arfima\
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