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Index for wafo\markov

Matlab files in this directory:

 arfm2mctp Calculates the markov matrix given an asymmetric rainflow matrix.
 chi2cmat Chi-square distance of cycle matrix.
 Contents Module MARKOV in WAFO Toolbox.
 estmc estimates transition matrix P from a time series of a Markov chain.
 estsmctp Estimate SMCTP model from an observed rainflow matrix.
 f_funm Calculate min-max matrix for Model-structure.
 f_smctp Auxiliary function used by ESTSMCTP
 hdcmat Hellinger distance of cycle matrix.
 hmmplot plots a Hidden Markov Model.
 klcmat Kullback-Leibler distance of cycle matrix.
 loglcmat log-Likelihood of cycle matrix.
 mat2tmat Converts a matrix to a transition matrix.
 mc2rfm Calculates the rainflow matrix/intensity for a Markov chain.
 mc2stat Calculates the stationary distribution for a Markov chain.
 mctp2arfm Calculates asymmetric rainflow matrix for a MCTP.
 mctp2reverse Calculates the time-reversed MCTP for a SMCTP.
 mctp2rfm Calculates the rainflow matrix for a MCTP.
 mctp2stat Calculates the stationary distribution for a MCTP.
 mktestmat Makes test matrices for min-max (and max-min) matrices.
 Readme Readme file for module MARKOV in WAFO Toolbox.
 scalemat Scale and translate a cycle matrix.
 smc2rfm Calculates the rainflow matrix/intensity for a switching Markov chain.
 smctp2arfm Calculates the asymmetric rainflow matrix for a SMCTP.
 smctp2joint Calculates the joint MCTP for a SMCTP.
 smctp2rfm Calculates the rainflow matrix for a SMCTP.
 smctp2stat Stationary distributions for a switching MCTP.
 tr_m2x Transform Model-structure to X-vector.
 tr_p2x Transform P-matrix to X-vector
 tr_x2m Transform X-vector to Model-structure.
 tr_x2p Transforms a vector X to a transition matrix P.

Subsequent directories:

Dependency Graph


Mathematical Statistics
Centre for Mathematical Sciences
Lund University with Lund Institute of Technology

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