Scilab Function
Last update : 31/10/2005

markomat - Creation of a Markov Transition Matrix of 1st order

Calling Sequence

Smark = markomat(N,pself,struc)

Parameters

Description

This function creates a transition probabilty matrix for 1st order markov processes. The matrix can be used together with the function mamufo to generate a random process or it can be used in the function markov to determine the autocorrelation of markov processes with that transition probability.

Examples

S1=markomat(5,0.9,'updo');
S2=markomat(5,0.9,'both');
k=0:1:499;
y1=mamufo(S1,-2:1:2,k);
y2=mamufo(S2,-2:1:2,k);
plot2d(k,y1,style=2);
plot2d(k,y2,style=3);

See Also

mamufo ,   markov ,  

Authors

Dr. Andreas Geissler geisslea@web.de