How can I get this markov code working?

조회 수: 12 (최근 30일)
Vanessa Kunzmann
Vanessa Kunzmann 2018년 7월 9일
댓글: Dennis 2018년 7월 9일
I am trying to replicate this code however I always receive an error "not enough input arguments (Error in line 27: [r c]=size(T);). T is defined so is s0,n and V. Can anyone help?
function [chain,state]=markov(T,n,s0,V);
%function [chain,state]=markov(T,n,s0,V);
% chain generates a simulation from a Markov chain of dimension
% the size of T
%
% T is transition matrix
% n is number of periods to simulate
% s0 is initial state
% V is the quantity corresponding to each state
% state is a matrix recording the number of the realized state at time t
%
%
[r c]=size(T);
if nargin == 1;
V=[1:r];
s0=1;
n=100;
end;
if nargin == 2;
V=[1:r];
s0=1;
end;
if nargin == 3;
V=[1:r];
end;
%
%if r ~= c;
% disp('error using markov function');
% disp('transition matrix must be square');
% return;
%end;
%
%for k=1:r;
% if sum(T(k,:)) ~= 1;
% disp('error using markov function')
% disp(['row ',num2str(k),' does not sum to one']);
% disp(['normalizing row ',num2str(k),'']);
% T(k,:)=T(k,:)/sum(T(k,:));
% end;
%end;
[v1 v2]=size(V);
if v1 ~= 1 |v2 ~=r
disp('error using markov function');
disp(['state value vector V must be 1 x ',num2str(r),''])
if v2 == 1 &v2 == r;
disp('transposing state valuation vector');
V=V';
else;
return;
end;
end
if s0 < 1 |s0 > r;
disp(['initial state ',num2str(s0),' is out of range']);
disp(['initial state defaulting to 1']);
s0=1;
end;
%
%T
%rand('uniform');
X=rand(n-1,1);
s=zeros(r,1);
s(s0)=1;
cum=T*triu(ones(size(T)));
%
for k=1:length(X);
state(:,k)=s;
ppi=[0 s'*cum];
s=((X(k)<=ppi(2:r+1)).*(X(k)>ppi(1:r)))';
end;
chain=V*state;
if true
% code
end
  댓글 수: 7
Vanessa Kunzmann
Vanessa Kunzmann 2018년 7월 9일
Thanks for all the help! Removed the % but still cant get over the line [r c]=size(T);. And yes the Transition Probabilities have to sum up to one.
Dennis
Dennis 2018년 7월 9일
Thats actually the first line of your function, and it does not work because it does not know T. Thats why i asked how you call markov function.
My best guess is that your are somehow trying to use markov() without passing parameters.

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