Generates random markov matrix with recurrent and transient classes (original) (raw)
Scilab 5.3.3
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Scilab help >> Linear Algebra > genmarkov
genmarkov
generates random markov matrix with recurrent and transient classes
Calling Sequence
M=genmarkov(rec,tr) M=genmarkov(rec,tr,flag)
Arguments
rec
integer row vector (its dimension is the number of recurrent classes).
tr
integer (number of transient states)
M
real Markov matrix. Sum of entries in each row should add to one.
flag
string 'perm'. If given, a random permutation of the states is done.
Description
Returns in M a random Markov transition probability matrix with size(rec,1) recurrent classes with rec(1),...rec($) entries respectively and tr transient states.
Examples
P=genmarkov([2,1],2,'perm') [perm,rec,tr,indsRec,indsT]=classmarkov(P); P(perm,perm)
See Also
- classmarkov — recurrent and transient classes of Markov matrix
- eigenmarkov — normalized left and right Markov eigenvectors