TSUNFAIRBROWNIAN(1)					   TSUNFAIRBROWNIAN(1)



NAME
       tsunfairbrownian - unfair returns of a time series

SYNOPSIS
       tsunfairbrownian [-d] [-f fraction] [-i value]
			[-p probability] [-t] [-v] [filename]

DESCRIPTION
       Tsunfairbrownian is for generating unfair returns of a time series. The
       idea is to produce the returns of  a  time  series  which  is  weighted
       unfairly,  by  a  Shannon probability, p, or alternately, a fraction of
       reserves to be wagered on each time increment. The input time series is
       presumed  to  have  a  Brownian distribution. The main function of this
       program is regression scenario  verification-given  an  empirical  time
       series, a Shannon probability, or a "wager" fraction, (which were prob-
       ably derived from the program tsshannon,) speculative market pro  forma
       performance  can be analyzed. The cumulative sum process is Brownian in
       nature.

OPTIONS
       -d     The input file is a derivative instead of an integral.

       -f fraction
	      Fraction of reserves to be wagered, (0 <= fraction <= 1).

       -i value
	      Initial value of output time series (ie., initial reserves).

       -p probability
	      Shannon probability, (0.5 <= probability <= 1.0).

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

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

       filename
	      Input filename.

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)

       ----------------------------------------------------------------------



			       January 27, 2006 	   TSUNFAIRBROWNIAN(1)