Created
June 29, 2020 13:49
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% M up N down | |
% stays the same unless | |
% all previous M trials are 0 -> stop up, go down | |
% all previous N trials are 1 -> stop down, go up | |
m = 1 | |
n = 1 | |
d = 5 | |
num = 1e7 | |
phi = @(x) atan(1*x)/pi + 0.5 | |
rng(1) | |
ii = 1; | |
X = zeros(num, ii); | |
X(ii) = -1; | |
R = zeros(num, ii); | |
R(ii) = rand > phi(X(ii)); | |
tic | |
for ii = 2:num | |
if ii > m && all(R(ii-m:ii-1) == 0) && all(X(ii-m:ii-1) == X(ii-1)) | |
X(ii) = X(ii-1) - d; | |
R(ii) = rand > phi(X(ii)); | |
% disp('down'); | |
elseif ii > n && all(R(ii-n:ii-1) == 1) && all(X(ii-n:ii-1) == X(ii-1)) | |
X(ii) = X(ii-1) + d; | |
R(ii) = rand > phi(X(ii)); | |
% disp('up'); | |
else | |
X(ii) = X(ii-1); | |
R(ii) = rand > phi(X(ii)); | |
% disp('same'); | |
end | |
end | |
toc | |
% plot(X) | |
mea = mean(X(end-num/10:end)) | |
phi(mea) | |
med = median(X(end-num/10:end)) | |
phi(med) |
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