TSDLOGISTIC(1)							TSDLOGISTIC(1)



NAME
       tsdlogistic  -  discreet  logistic  function generator-generates a time
       series

SYNOPSIS
       tsdlogistic -a a -b b [-s value] [-t] [-v] number

DESCRIPTION
       Tsdlogistic is for generating a discreet logistic function time series.
       The  idea  is  to iterate the function x(t) = x(t - 1) * (a + b * x(t -
       1)). See "Chaos and Order in the Capital  Markets,"  Edgar  E.  Peters,
       John  Wiley  &  Sons,  New York, New York, 1991, ISBN 0-471-53372-6, pp
       121.

       As a simple set of examples:

	   tsdlogistic -a 2 -b -2 100
	   tsdlogistic -a 2.4 -b -2.4 100
	   tsdlogistic -a 3 -b -3 100
	   tsdlogistic -a 3.4495 -b -3.4495 100
	   tsdlogistic -a 3.544 -b -3.544 100
	   tsdlogistic -a 3.5688 -b -3.5688 100
	   tsdlogistic -a 3.5696 -b -3.5696 100
	   tsdlogistic -a 3.5699456 -b -3.5699456 100

       Note: these programs use the following functions from other references:

	   ran1, which returns a uniform random deviate between
	   0.0 and 1.0. See "Numerical Recipes in C: The Art of
	   Scientific Computing," William H. Press, Brian
	   P. Flannery, Saul A. Teukolsky, William T. Vetterling,
	   Cambridge University Press, New York, 1988, ISBN
	   0-521-35465-X, page 210, referencing Knuth.

	   gasdev, which returns a normally distributed deviate
	   with zero mean and unit variance, using ran1 () as the
	   source of uniform deviates. See "Numerical Recipes in
	   C: The Art of Scientific Computing," William H. Press,
	   Brian P. Flannery, Saul A. Teukolsky, William
	   T. Vetterling, Cambridge University Press, New York,
	   1988, ISBN 0-521-35465-X, page 217.

	   gammln, which returns the log of the results of the
	   gamma function.  See "Numerical Recipes in C: The Art
	   of Scientific Computing," William H. Press, Brian
	   P. Flannery, Saul A. Teukolsky, William T. Vetterling,
	   Cambridge University Press, New York, 1988, ISBN
	   0-521-35465-X, page 168.

OPTIONS
       -a a   First parameter in the logistic equation.

       -b b   Second parameter in the logistic equation.

       -t     Sample's time will be included in the output time series.

       -v     Print the version and copyright banner of the program.

       number Number of data points in the output time series.

WARNINGS
       There is little or no provision for handling numerical exceptions.

SEE ALSO
       tsderivative(1),   tshcalc(1),	tshurst(1),  tsintegrate(1),  tslogre-
       turns(1), tslsq(1),  tsnormal(1),  tsshannon(1),  tsblack(1),  tsbrown-
       ian(1), tsdlogistic(1), tsfBm(1), tsfractional(1), tsgaussian(1), tsin-
       tegers(1), tslogistic(1), tspink(1), tsunfairfractional(1), tswhite(1),
       tscoin(1),    tsunfairbrownian(1),    tsfraction(1),   tsshannonmax(1),
       tschangewager(1),   tssample(1),   tsrms(1),   tscoins(1),    tsavg(1),
       tsXsquared(1),  tsstockwager(1),  tsshannonwindow(1), tsmath(1), tsavg-
       window(1),  tspole(1),  tsdft(1),  tsbinomial(1),   tsdeterministic(1),
       tsnumber(1),	tsrmswindow(1),     tsshannonstock(1),	  tsmarket(1),
       tsstock(1), tsstatest(1), tsunfraction(1), tsshannonaggregate(1), tsin-
       stant(1),   tsshannonvolume(1),	tsstocks(1),  tsshannonfundamental(1),
       tstrade(1),  tstradesim(1),  tsrunlength(1),  tsunshannon(1),   tsroot-
       mean(1), tsrunmagnitude(1), tskurtosis(1), tskurtosiswindow(1), tsroot-
       meanscale(1),	tsscalederivative(1),	 tsgain(1),    tsgainwindow(1)
       tscauchy(1), tslognormal(1), tskalman(1), tsroot(1), tslaplacian(1)

DIAGNOSTICS
       Error  messages for incompatible arguments, failure to allocate memory,
       inaccessible files, and opening and closing files.

AUTHORS
       ----------------------------------------------------------------------

       A license is hereby granted to reproduce this software source code and
       to create executable versions from this source code for personal,
       non-commercial use.  The copyright notice included with the software
       must be maintained in all copies produced.

       THIS PROGRAM IS PROVIDED "AS IS". THE AUTHOR PROVIDES NO WARRANTIES
       WHATSOEVER, EXPRESSED OR IMPLIED, INCLUDING WARRANTIES OF
       MERCHANTABILITY, TITLE, OR FITNESS FOR ANY PARTICULAR PURPOSE.  THE
       AUTHOR DOES NOT WARRANT THAT USE OF THIS PROGRAM DOES NOT INFRINGE THE
       INTELLECTUAL PROPERTY RIGHTS OF ANY THIRD PARTY IN ANY COUNTRY.

       Copyright (c) 1994-2006, John Conover, All Rights Reserved.

       Comments and/or bug reports should be addressed to:

	   john@email.johncon.com (John Conover)

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			       January 17, 2006 		TSDLOGISTIC(1)