MATLAB马尔可夫实现

function [chain,state]=markov(T,n,s0,V); %function [chain,state]=markov(T,n,s0,V); %  chain generates a simulation from a Markov chain of dimension %  the size of T % %  T is transition matrix %  n is number of periods to simulate %  s0 is initial state (initial probabilities) %  V is the quantity corresponding to each state %  state is a matrix recording the number of the realized state at time t % % Original author: Tom Sargent % Comments added by Qiang Chen

markov.m