EMarkov:
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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.
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Form:
[mSV, tCorr] = EMarkov( r, tau )
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Inputs
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r (n) Sequence
tau (n) Time shifts
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Outputs
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mSV (1,1) Mean squared value
tCorr (1,1) Correlation time constant
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Children:
Common: Graphics/Plot2D