butools.dmap.LagCorrelationsFromDMAP ==================================== .. currentmodule:: butools.dmap .. np:function:: LagCorrelationsFromDMAP .. list-table:: :widths: 25 150 * - Matlab: - :code:`acf = LagCorrelationsFromDMAP(D0, D1, L, prec)` * - Mathematica: - :code:`acf = LagCorrelationsFromDMAP[D0, D1, L, prec]` * - Python/Numpy: - :code:`acf = LagCorrelationsFromDMAP(D0, D1, L, prec)` Returns the lag autocorrelations of a discrete Markovian arrival process. Parameters ---------- D0 : matrix, shape (M,M) The D0 matrix of the discrete Markovian arrival process D1 : matrix, shape (M,M) The D1 matrix of the discrete Markovian arrival process L : double, optional The number of lags to compute. The default value is 1 prec : double, optional Numerical precision to check if the input is valid. The default value is 1e-14 Returns ------- acf : column vector of doubles, length (L) The lag autocorrelation function up to lag L Examples ======== For Matlab: >>> D0 = [0, 0.02, 0, 0; 0, 0.17, 0.2, 0.14; 0.16, 0.17, 0.02, 0.18; 0, 0, 0, 0.12]; >>> D1 = [0, 0.88, 0.1, 0; 0.18, 0.07, 0.14, 0.1; 0.13, 0.15, 0.15, 0.04; 0.31, 0.18, 0.12, 0.27]; >>> corr = LagCorrelationsFromDMAP(D0, D1, 3); >>> disp(corr); -0.045859 0.010753 -0.0047996 For Mathematica: >>> D0 = {{0, 0.02, 0, 0},{0, 0.17, 0.2, 0.14},{0.16, 0.17, 0.02, 0.18},{0, 0, 0, 0.12}}; >>> D1 = {{0, 0.88, 0.1, 0},{0.18, 0.07, 0.14, 0.1},{0.13, 0.15, 0.15, 0.04},{0.31, 0.18, 0.12, 0.27}}; >>> corr = LagCorrelationsFromDMAP[D0, D1, 3]; >>> Print[corr]; {-0.04585887310401268, 0.010753286512163932, -0.00479959597519405} For Python/Numpy: >>> D0 = ml.matrix([[0, 0.02, 0, 0],[0, 0.17, 0.2, 0.14],[0.16, 0.17, 0.02, 0.18],[0, 0, 0, 0.12]]) >>> D1 = ml.matrix([[0, 0.88, 0.1, 0],[0.18, 0.07, 0.14, 0.1],[0.13, 0.15, 0.15, 0.04],[0.31, 0.18, 0.12, 0.27]]) >>> corr = LagCorrelationsFromDMAP(D0, D1, 3) >>> print(corr) [-0.04586 0.01075 -0.0048 ]