rw3plot.m

此工具包是对Matlab的随机工具包的扩展

function [rwproc] = rw3plot(npoints, ntrajs, p)
% RW3PLOT generate and plot some trajectories of the process
%   (X(n), Y(n), Z(n)), where X, Y and Z are random walks which
%   start at 0, jump up with probability p and down with
%   probability 1-p  
%
% [rwproc] = rw3plot(npoints, ntrajs, p)
%
% Inputs: npoints - length of the trajectory 
%         ntrajs - number of trajectories to plot
%         p - probability of the jump upwards
%
% Outputs: rwproc - npoints x 3 matrix with values of the process

% Authors: R.Gaigalas, I.Kaj
% v1.2 07-Oct-02

  % default parameter values
  if (nargin==0)
    npoints = 10000;
    ntrajs = 4;
    p = 0.5;
  end

  clf;
  colorstr='brgy';          
  for k=1:ntrajs
    rwproc = [zeros(1, 3); cumsum(2.*(rand(npoints-1, 3)<p)-1)];
    plot3(rwproc(:,1), rwproc(:,2), rwproc(:,3), colorstr(rem(k, 4)+1));
    hold on;  
  end
  grid on;
  hold off;