Run a m-file (which simulates a Markov chain) multiple times and store the results
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I wrote an m-file (called Markov) with simulates a Markov chain and creates time-series for a number of variables on the basis of that particular history of shocks realized.
I need to run the code for 1,000 times and store the results, so that I can calculate some statistics such as the mean standard deviation of my variables.
Thanks in advance.
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Ralf
2016-2-19
Can't you simply use a for Loop like this one?
for i=1:1000
result{i} = markov(input{i});
end
% Then you can process the results here
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Stephen23
2016-2-22
编辑:Stephen23
2016-2-22
It seems that you have written a script. Functions are better for various reasons (own workspace, function encapsulation, debugging). You can easily turn your script into a function by writing this on the first line:
function out = Markov
... your code here
where the variable out is the name of whatever variable you have define inside your code that you want the function to return. You can then call this function in a loop:
result = zeros(1000,1000);
for k =1:1000
result(k,:) = Markov();
end
Read more about the differences between functions and scripts here:
In general functions are a much more robust and a better way to write code :
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