bschjerning / dp_ucph Goto Github PK

    function ed=ergodic(p);
      % ergodic.m: finds the invariant distribution for 
      % an NxN Markov transition probability
      n=size(p,1);
      if n ~= size(p,1);
        fprint('Error: p must be a square matrix\n');
        ed=NaN;
      else
        ap=eye(n)-p';
        ap=[[ap; ones(1,n)], ones(n+1,1)];
        if (rank(ap) < n+1);
          fprintf('Error: transition matrix p is not ergodic\n');
          ed=NaN;
        else
          ed=[ones(n,1); 2];
          ed=ap\ed;
          ed(end)=[];
          ed=reshape(ed,1,[]); %row vector
        end;
      end
    end % end of ergodic