view CHANGES @ 18:062d46712995 tip

Moved mc_global_info1 back to public folder
author samer
date Mon, 02 Apr 2012 21:50:43 +0100
parents 0e0f2805ef9c
children
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Changed transition matrix sampling procedure to try to avoid Markov chains
with mupltiple stationary distributions (fixed points).
To this end:
* mc_fixpt has a tolerance parameter - all eigenvalues within this much of
  1 are considered fixed points.
* mc_global_info1 (replaces mc_global_info) now checks that transition matrix
  has only one fixed point and returns a flag if this is the case
* sampling logic is in mt_resample - transition matrices not passing uniqueness
  test are either resampled (method 1) or perturbed (method 2)
* mt_init has new parameters, ErgMethod to select conditioning method and
  tolerance to pass to mc_fixpt.


Other changes 
* Information measures are now displayed in bits, not nats.
* Clicking on the title bar of a displayed transition matrix now displays
  information about its eigenvalues and eigenvectors (mt_show_transmat.m).