MCTP2STAT Calculates the stationary distribution for a MCTP. CALL: [ro_min,ro_max] = mctp2stat(F); ro_min = Stationary distribution of minima. [1xn] ro_max = Stationary distribution of maxima. [1xn] F = Cell array of min-max and max-min matrices matrices for MCTP. {1x2} F{1,1} = min-Max matrix [nxn] F{1,2} = Max-min matrix [nxn] Examples: [G, Gh] = mktestmat([-1 1 32],[-0.2 0.2],0.15,1); [ro_min,ro_max] = mctp2stat({G Gh}); See also
Calculates the stationary distribution for a Markov chain. | |
Display message and abort function. |
Calculates the time-reversed MCTP for a SMCTP. | |
Stationary distributions for a switching MCTP. | |
Simulates a switching Markov chain of turning points, | |
Quick test of the routines in module 'markov' |
001 function [ro_min,ro_max,QQ]=mctp2stat(Q) 002 %MCTP2STAT Calculates the stationary distribution for a MCTP. 003 % 004 % CALL: [ro_min,ro_max] = mctp2stat(F); 005 % 006 % ro_min = Stationary distribution of minima. [1xn] 007 % ro_max = Stationary distribution of maxima. [1xn] 008 % 009 % F = Cell array of min-max and max-min 010 % matrices matrices for MCTP. {1x2} 011 % F{1,1} = min-Max matrix [nxn] 012 % F{1,2} = Max-min matrix [nxn] 013 % 014 % Examples: 015 % [G, Gh] = mktestmat([-1 1 32],[-0.2 0.2],0.15,1); 016 % [ro_min,ro_max] = mctp2stat({G Gh}); 017 % 018 % See also 019 020 % Tested on Matlab 5.3 021 % 022 % History: 023 % Updated by PJ 18-May-2000 024 % updated for WAFO 025 % Created by PJ (Pär Johannesson) 1999 026 027 % Check input arguments 028 029 ni = nargin; 030 no = nargout; 031 error(nargchk(1,1,ni)); 032 033 if isempty(Q{1,2}) 034 Q{1,2} = Q{1,1}'; 035 end 036 037 % Stationary distribution (=ro) of local minima with transition matrix 038 % Qt = Q*Qh = "Transition matrix for min-to-min" 039 040 Qt = Q{1,1}*Q{1,2}; 041 ro_min = mc2stat(Qt(1:end-1,1:end-1)); % Stationary distr., row vector 042 ro_min = [ro_min 0]; % Minimum can't reach the highest level 043 044 % Stationary distribution (=roh) of local maxima with transition matrix 045 % Qt = Qh*Q = "Transition matrix for max-to-max" 046 047 Qth = Q{1,2}*Q{1,1}; 048 ro_max = mc2stat(Qth(2:end,2:end)); % Stationary distr., row vector 049 ro_max = [0 ro_max]; % Maximum can't reach the highest level 050
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