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genmarkov
generates random markov matrix with recurrent and transient classes
Syntax
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 has two recurrent classes (with 2 and 1 states) 2 transient states 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
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