From: John Conover <john@email.johncon.com>
Subject: Additional Section to Quantitative Analysis of Non-Linear High Entropy Economic Systems VI
Date: Sun, 13 Aug 2006 15:40:07 -0700
A new section was added to "Quantitative
Analysis of Non-Linear High Entropy Economic Systems VI" which
includes the Laplacian distributed leptokurtosis of the marginal
increments in the DJIA.
A program was added, tslaplacian, to the fractal time series
simulation/analysis programs, (which generates a Laplacian distributed
time series,) and the 'L' file option for an equity in the tsinvestsim
program now specifies that the simulated equity time series have
Laplacian distributed marginal increments.
The revision of the NdustriX fractal.tar.gz programs, and the NtropiX
tsinvest.tar.gz programs were incremented.
There were no QA or bug changes.
To look into Laplacian distributed marginal increments, see:
http://www.johncon.com/john/correspondence/041015122749.31772.html#djia-laplacian
John
--
John Conover, john@email.johncon.com, http://www.johncon.com/