How can I simulate this code with 1000 simulations?
4 views (last 30 days)
Show older comments
If I run a chain of n = 50 with four states, then how can I adjust the following code to run for 1000 times.
% I want to run this code 1000 times?
n = 50; % length of the chain
X = zeros(n,1); % matrix to save the chain in future
mu = [1/4 1/4 1/4 1/4]; % initial position of the chain
P = [0 1/2 0 1/2; 1/2 0 1/2 0; 0 1/2 0 1/2; 1/2 0 1/2 0]; % probability transition matrix
U = rand; % generate a random number
X_0 = min(find(U <= cumsum(mu))); % get the next state
U = rand;
X(1) = min(find(U <= cumsum(P(X_0,:))));
% do this process for the entire length (n) of the chain
for i = 1:n-1
U = rand;
X(i + 1) = min(find(U <= cumsum(P(X(i),:))));
end
How can I run this chain e.g. 1000 times
The above code is just an example, in practice, I have P = cell array. It is difficult to provide the whole data here thats why I tried to come up with a small example.
I tried to do something like this that but it did not work.
n = 50; % length of the chain
simulations = 1000
X = zeros(n,simulations); % matrix to save the chain in future
mu = [1/4 1/4 1/4 1/4]; % initial position of the chain
P = [0 1/2 0 1/2; 1/2 0 1/2 0; 0 1/2 0 1/2; 1/2 0 1/2 0]; % probability transition matrix
for k = 1:simulations
U = rand(1,m); % generate a random number
X_0 = min(find(U <= cumsum(mu),2)); % get the next state
U = rand(1,m);
X(1,m) = min(find(U <= cumsum(P(X_0,:))));
% do this process for the entire length (n) of the chain
for i = 1:n-1
U = rand;
X(i + 1) = min(find(U <= cumsum(P(X(i),:))));
end
end
4 Comments
Walter Roberson
on 2 Mar 2021
What is m? You have
U = rand(1,m);
X(1,m) = min(find(U <= cumsum(P(X_0,:))));
Your U is going to be a row vector, but P(X_0,:) is going to be a row vector, so you have <= between a row vector and a column vector, which is going to get you an m by size(P,2) -> m x 4 array. But then you try to store that into the scalar location X(1,m)
Answers (0)
See Also
Categories
Find more on Splines in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!