TSLOGISTIC(1) TSLOGISTIC(1) NAME tslogistic - logistic function generator-generates a time series SYNOPSIS tslogistic [-v] a b c number DESCRIPTION Tslogistic is for generating a logistic function time series. The idea is to produce a function of the form y(t) = c / (1 + e^(-(at + b))). See "The Art of Modeling Dynamic Systems", Foster Morrison, John Wiley & Sons, New York, New York, 1991, pp 100, or "Predictions", Theodore Modis, Simon & Schuster, New York, New York, 1992, ISBN 0-471-52004-7, pp 230. 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 -t Sample's time will be included in the output time series. -v Print the version and copyright banner of the program. a, b, c Logistic function constants. 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), tsinstant(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) ---------------------------------------------------------------------- January 17, 2006 TSLOGISTIC(1)