Looping for Markov Chain

조회 수: 1 (최근 30일)
Wendell
Wendell 2012년 10월 25일
I need to run the following:
P = [0.942 0 0 0 0.058 0 0 0; 0 0.982 0 0 0.018 0 0 0; 0 0 0.999 0 0 0.001 0 0; 0 0 0 0.993 0 0.007 0 0; 0 0 0 0 0.987 0 0.013 0; 0 0 0 0 0 0.999 0.001 0; 0 0 0 0 0 0 0.972 0.028; 0 0 0 0 0 0 0 1]; x_0 = [1000; 800; 300; 400; 700; 200; 300; 0]; n = 100; for i = 1:n x = P*x_0; x(i) = P^(i)*x_0; end disp (x(i)) plot (x(i),n)

답변 (1개)

Kye Taylor
Kye Taylor 2012년 10월 25일
편집: Kye Taylor 2012년 10월 25일
You have all the pieces... its just awkward to organize (below I use cells) and display.. Try something like
n = 100;
P = cell(1,n);
P{1} = [0.942 0 0 0 0.058 0 0 0; 0 0.982 0 0 0.018 0 0 0; 0 0 0.999 0 0 0.001 0 0; 0 0 0 0.993 0 0.007 0 0; 0 0 0 0 0.987 0 0.013 0; 0 0 0 0 0 0.999 0.001 0; 0 0 0 0 0 0 0.972 0.028; 0 0 0 0 0 0 0 1];
x_0 = [1000; 800; 300; 400; 700; 200; 300; 0];
% I expect x_0 to be a probability
x_0 = x_0/sum(x_0);
% Create P, P^2, P^3,...
for i = 2:n
P{i} = P{1}*P{i-1};
end
g = @(A)A*x_0;
evolvedX = cellfun(g,P,'un',0); % applies P^k to x_0 for k = 1,2,3,...
plot([evolvedX{:}]')
xlabel('Time-step')
ylabel('Probability')
legend('x_0(1)','x_0(2)','x_0(3)','x_0(4)','x_0(5)','x_0(6)','x_0(7)','x_0(8)')
  댓글 수: 1
Wendell
Wendell 2012년 10월 26일
Kye I appreciate very much the help...glad to have someone willing to share their knowledge and skill...

댓글을 달려면 로그인하십시오.

카테고리

Help CenterFile Exchange에서 Markov Chain Models에 대해 자세히 알아보기

태그

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by