butools.map.LagCorrelationsFromMAP ================================== .. currentmodule:: butools.map .. np:function:: LagCorrelationsFromMAP .. list-table:: :widths: 25 150 * - Matlab: - :code:`acf = LagCorrelationsFromMAP(D0, D1, L, prec)` * - Mathematica: - :code:`acf = LagCorrelationsFromMAP[D0, D1, L, prec]` * - Python/Numpy: - :code:`acf = LagCorrelationsFromMAP(D0, D1, L, prec)` Returns the lag autocorrelations of a Markovian arrival process. Parameters ---------- D0 : matrix, shape (M,M) The D0 matrix of the Markovian arrival process D1 : matrix, shape (M,M) The D1 matrix of the 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 = [-5., 0, 1., 1.; 1., -8., 1., 0; 1., 0, -4., 1.; 1., 2., 3., -9.]; >>> D1 = [0, 1., 0, 2.; 2., 1., 3., 0; 0, 0, 1., 1.; 1., 1., 0, 1.]; >>> corr = LagCorrelationsFromMAP(D0, D1, 3); >>> disp(corr); 0.00012012 0.00086176 -0.00022001 For Mathematica: >>> D0 = {{-5., 0, 1., 1.},{1., -8., 1., 0},{1., 0, -4., 1.},{1., 2., 3., -9.}}; >>> D1 = {{0, 1., 0, 2.},{2., 1., 3., 0},{0, 0, 1., 1.},{1., 1., 0, 1.}}; >>> corr = LagCorrelationsFromMAP[D0, D1, 3]; >>> Print[corr]; {0.00012012478025411484, 0.0008617649366101062, -0.00022001393374437001} For Python/Numpy: >>> D0 = ml.matrix([[-5., 0, 1., 1.],[1., -8., 1., 0],[1., 0, -4., 1.],[1., 2., 3., -9.]]) >>> D1 = ml.matrix([[0, 1., 0, 2.],[2., 1., 3., 0],[0, 0, 1., 1.],[1., 1., 0, 1.]]) >>> corr = LagCorrelationsFromMAP(D0, D1, 3) >>> print(corr) [ 0.00012 0.00086 -0.00022]