MarkovChain.java

Below is the syntax highlighted version of MarkovChain.java from §9.8 Data Analysis.

/******************************************************************************
 *  Compilation:  javac MarkovChain.java
 *  Execution:    java MarkovChain
 *  
 *  Computes the expected time to go from state N-1 to state 0
 *
 *  Data taken from Glass and Hall (1949) who distinguish 7 states
 *  in their social mobility study:
 * 
 *   1. Professional, high administrative
 *   2. Managerial
 *   3. Inspectional, supervisory, non-manual high grade
 *   4. Non-manual low grade
 *   5. Skilled manual
 *   6. Semi-skilled manual
 *   7. Unskilled manual
 *
 *   See also Happy Harry, 2.39.
 *
 ******************************************************************************/


public class MarkovChain {

   public static void main(String[] args) { 

      // the state transition matrix
      double[][] transition = { { 0.386, 0.147, 0.202, 0.062, 0.140, 0.047, 0.016},
                                { 0.107, 0.267, 0.227, 0.120, 0.207, 0.052, 0.020},
                                { 0.035, 0.101, 0.188, 0.191, 0.357, 0.067, 0.061},
                                { 0.021, 0.039, 0.112, 0.212, 0.431, 0.124, 0.061},
                                { 0.009, 0.024, 0.075, 0.123, 0.473, 0.171, 0.125},
                                { 0.000, 0.103, 0.041, 0.088, 0.391, 0.312, 0.155},
                                { 0.000, 0.008, 0.036, 0.083, 0.364, 0.235, 0.274}
                              };

      int N = 7;                        // number of states
      int state = N - 1;                // current state
      int steps = 0;                    // number of transitions

      // run Markov chain
      while (state > 0) {
         StdOut.println(state);
         steps++;
         double r = Math.random();
         double sum = 0.0;

         // determine next state
         for (int j = 0; j < N; j++) {
            sum += transition[state][j];
            if (r <= sum) {
               state = j;
               break;
            }
         }

      }

      StdOut.println("The number of steps =  " + steps);
   }
}