gauss_chain

#!/usr/bin/awk -f

BEGIN{
	if (nr=="")
	{
		nr=100000;
		print "#Setting nr to",nr,"(use option \"-v nr=X\" to change)";
	}
	else
	{
		print "#Using nr",nr;
	}
	if (tau=="")
		if (rho=="")
		{
			rho=0.9;
			tau=0.5*(1+rho)/(1-rho);
			print "#Setting rho to",rho,"(use option \"-v rho=X\" to change) -> tau_int=",tau;
		}
		else
		{
			tau=0.5*(1+rho)/(1-rho);
			print "#Using rho -> tau_int=",tau;
		}
	else
	{
		rho=(2*tau-1)/(2*tau+1);
		tau=0.5*(1+rho)/(1-rho);
		print "#Setting rho to",rho,"(use option \"-v rho=X\" to change) -> tau_int=",tau;
	}
	if (seed=="")
	{
		print "#Using time as seed (use option \"-v seed=X\" to change)";
		srand();
	}
	else
	{
		print "#Using ",seed," as seed";
		srand(seed);
	}
	e=0;
	pi=3.1415926535;
	print "#Output format: timeseries";
	for (i=0;i<nr;i++)
	{
		r=sqrt(-2*log(1-rand()));
		phi=2*pi*rand();
		gauss_number=r*sin(phi);
		e=rho*e+sqrt(1-rho*rho)*gauss_number;
		print e;
	}
}
#fs md5sum b64ee8a8e79ee9ed1e1e1c09d7b703c6