EMarkov:

Path: Math/Probability

% Find the correlation time and the mean squared value for a Markov sequence.
   The sequence must start with tau = 0. The fit always matches perfectly at
   tau = 0 (which gives the mean squared error). A least squares fit is used
   to compute the correlation time. This function will set negative values
   of r equal to the smallest positive value of r.

   Since version 1.
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   Form:
   [mSV, tCorr] = EMarkov( r, tau )
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   ------
   Inputs
   ------
   r            (n)    Sequence
   tau          (n)    Time shifts

   -------
   Outputs
   -------
   mSV          (1,1)  Mean squared value
   tCorr        (1,1)  Correlation time constant

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Children:

Common: Graphics/Plot2D

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