| Version 2.1 (R14SP3) GARCH Toolbox™ Software Release Notes | |
This table summarizes what's new in V2.1 (R14SP3):
| New Features and Changes | Version Compatibility Considerations | Fixed Bugs and Known Problems | Related Documentation at Web Site |
|---|---|---|---|
Yes | Yes | No bug fixes | No |
New features and changes follow.
A change introduced in V2.1 of the GARCH Toolbox™ software concerns user-specified noise processes. The garchsim function now allows you to provide a time-series matrix of standardized, i.i.d. disturbances to drive the output Innovations in a time-series process. In previous versions, you could only provide a state that was used to generate a random noise process. See the State input argument on the garchsim reference page for more information.
garchsim argument Is renamed. In V2.1, the garchsim argument Seed is renamed to State for consistency with the MATLAB® rand and randn functions. The name change, in itself, introduces no backward incompatibilities. The following topic explains a related change.
garchsim defaults to current random number generator state. In V2.0.1 of the GARCH Toolbox software, thegarchsim function used the initial random number generator state, 0, if you did not specify a value for the Seed argument. The Seed argument corresponded to the rand and randn state value.
In V2.1, if you do not specify a value for the State (formerly Seed) argument, garchsim uses the current state of rand and randn, rather than the initial state. Use the commands s = rand('state') and s = randn('state') to determine the current state of these random number generators. For more information, see the rand and randn reference pages.
| Version 2.2 (R2006a) GARCH Toolbox™ Software | Compatibility Summary for GARCH Toolbox™ Software | |
| © 1984-2008- The MathWorks, Inc. - Site Help - Patents - Trademarks - Privacy Policy - Preventing Piracy - RSS |