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scientificComputing/statistics/code/randomwalkstatistics.m

26 lines
546 B
Matlab

p = 0.5;
nsteps = 100;
nwalks = 1000;
y = zeros( nwalks, nsteps/10 );
for k = 1:length( y )
x = randomwalk( nsteps, p );
for j = 1:nsteps/10
y(k,j) = x((j-1)*10+1);
end
%plot( x )
%pause( 1 )
if rem(k,100) == 0
%[h1,b1] = hist( y(1:k,1), [-50:2:50] );
%[h2,b2] = hist( y(1:k,2), [-50:2:50] );
%bar( b1, h1, 1.0, 'b' );
%hold on;
%bar( b2, h2, 'FaceColor', 'r' );
%hold off;
sdev = var( y(1:k,:), 1 );
plot( sdev )
pause( 1.0 );
end
end