updating scripts

markov/test.py

@@ -0,0 +1,36 @@
+import numpy as np
+
+np.random.seed(1234)
+
+n_states = 5
+n_steps = 50
+tolerance = 1e-5
+
+# Random transition matrix and state vector
+transitionMatrix = np.array([[0.6, 0.1, 0.3],
+                             [0.1, 0.7, 0.2],
+                             [0.2, 0.2, 0.6]])
+
+# initial dist = [L, w, W]
+intital_dist = np.array([1, 0, 0])
+
+# Normalize rows in transitionMatrix
+# transitionMatrix /= transitionMatrix.sum(axis=1)[:, np.newaxis]
+
+# # Normalize p
+# p /= p.sum()
+
+# Take steps
+for k in range(n_steps):
+    intital_dist = transitionMatrix.T.dot(intital_dist)
+
+p_50 = intital_dist
+print(f'p {p_50}')
+
+# Compute stationary state
+w, v = np.linalg.eig(transitionMatrix.T)
+
+j_stationary = np.argmin(abs(w - 1.0))
+p_stationary = v[:, j_stationary].real
+p_stationary /= p_stationary.sum()
+print(p_stationary)