wonsang

function X = simpoisson(n, q, lambda, freq)
% Simulation of poisson point processes
%
% Syntax:
%   X = simpoisson(n, q, lambda)
%
% Description:
%   It simulates a multivariate Poisson point process.
%
% Input Arguments:

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function Y = polyfilt(X, A)
% Polynomial filtering
%
% Syntax:
%   Y = polyfilt(YL, A)
%
% Description:
%   It performs polynomial filtering as follows.
%
%     y = A(0)*x + A(1)*x^2 + A(2)*x^3 + ...

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function Y = filt(X, H)
% Linear filtering of a multivariate time series.
%
% Syntax:
%   Y = filt(X, H)
%
% Description:
%   It linearly filters a time series through a predefined impulse response
%   function.
%

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function X = simwhite(n, q, va)

    % n : the length of time series
    % q : the number of time series
    % va : the variance of each time series
    %
    % Copyright (c) 2012 Wonsang You
    % JC Peace and Grace

    X = normrnd(0,sqrt(va),n,q);