markomat - Creation of a Markov Transition Matrix of 1st order
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.
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);