genmarkov
genmarkov — generates random markov matrix with recurrent and transient classes
Calling sequence
M=genmarkov(rec,tr)
M=genmarkov(rec,tr,flag)
Parameters
| 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, eigenmarkov
