USE meanandvar USE gnuplot ! This example generates a plot of the evolving estimates of the variance ! of the estimate of the mean for a simple prescribed process #include <time.h> srand[INTEGER(time(NULL))] ! select different initial seed every time the program is run REAL procstate=0.5 REAL FUNCTION process() ! simple first-order dynamical system with lorentzian spectrum procstate=0.9∗~+0.1∗RAND() RESULT=procstate END process MEANANDVAR accum mvinit(accum) ! initialize mean and variance accumulator DO dum=process() FOR 1000 TIMES ! skip initial transient RANGE 1E3,1E6,0,0.14 ! prepare to plot results set logscale x STARTLINE DRAW 1E6,0.0834 ! the exact variance is 0.0834/nt DRAW 1E3,0.0834 LOOP FOR 1000 TIMES DO meanandvar[accum,process()] FOR 1000 TIMES ! accumulate samples DRAW accum.nt,accum.nt∗accum.var REPEAT SHOWGRAPH READ ! keep plot displayed until Enter is pressed