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f_ar

PURPOSE ^

Auxiliary function used by RFCDEMO1

SYNOPSIS ^

f = f_ar(y,u0,u1,a1,m,s)

DESCRIPTION ^

 F_AR  Auxiliary function used by RFCDEMO1 
  
  CALL:  f = f_ar(y,u0,u1,a1,m,s)

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

01 function f = f_ar(y,u0,u1,a1,m,s) 
02 %F_AR  Auxiliary function used by RFCDEMO1 
03 % 
04 % CALL:  f = f_ar(y,u0,u1,a1,m,s) 
05  
06 % Copyright (c) 1997 by P?r Johannesson 
07 % Toolbox: Rainflow Cycles for Switching Processes V.1.0, 2-Oct-1997 
08  
09  
10 sx = s/sqrt(1-a1^2); 
11 m2 = -a1*(y-m) + m; 
12  
13 f = 1/sx*wnormpdf((y-m)/sx).*(wnormcdf((u1-m2)/s)-wnormcdf((u0-m2)/s)); 
14

Mathematical Statistics
Centre for Mathematical Sciences
Lund University with Lund Institute of Technology

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