data.m

来自「score检验统计」· M 代码 · 共 33 行

%产生随机数
function [x,y,m,epsilon,u,G]=data(n,gamma)
% clear;
clc;
tic;

% for n=25:25:100
%    for gamma=-0.9:0.1:0.9
% if(n<101&gamma<1)
e=normrnd(0,sqrt(0.1),n,1);
w=unifrnd(-pi/2,pi/2,n,1);
epsilon(1)=e(1);
y(1)=sin(w(1))+epsilon(1);
u(1)=10*epsilon(1)*epsilon(1);
G(1)=0;
x(1)=0;
for t=2:n
    m(t)=exp(gamma*y(t-1));
    epsilon(t)=sqrt(m(t))*e(t);
    y(t)=0.5*y(t-1)+sin(w(t))+epsilon(t);
    x(t)=y(t-1);
    u(t)=10*epsilon(t)*epsilon(t);
    G(t)=m(t)*x(t);

end 

% 
% % n=n+25;
% gamma=gamma+0.1;
% end
% % end