Path: Math/Probability
% Find the correlation time and the mean squared value for a Markov sequence. The sequence must start with tau = 0. The fit always matches perfectly at tau = 0 (which gives the mean squared error). A least squares fit is used to compute the correlation time. This function will set negative values of r equal to the smallest positive value of r. Since version 1. -------------------------------------------------------------------------- Form: [mSV, tCorr] = EMarkov( r, tau ) -------------------------------------------------------------------------- ------ Inputs ------ r (n) Sequence tau (n) Time shifts ------- Outputs ------- mSV (1,1) Mean squared value tCorr (1,1) Correlation time constant --------------------------------------------------------------------------
Common: CommonData/SwooshWatermark Common: General/CellToMat Common: General/MatToCell Common: General/Watermark Common: Graphics/NewFig Common: Graphics/Plot2D Common: Graphics/PltStyle
Back to the Math Module page