A matlab implementation of the algorithm described my article Perfect Simulation Of Processes With Long Memory: a CIAFTP algorithm. This algorithm performs perfect simulation for stationary processes described by a transition kernel. These includes, in particular, variable length Markov Chains and Context Trees.
The term "CIAFTP" comes from [D. B. Wilson, How to couple from the past using a read-once source of randomness, Random Structures Algorithms 16 (2000), no. 1, 85–113].
| README | information file |
| demoPerfectSim.m | demonstration file for the package |
| +Context/ | the package in itself |
| +Context/dist2str.m | internal: tweaked version of num2str specially dedicated to discrete distributions |
| +Context/Example1.m | matlab class for the kernel of Section 7.1 (see the second example of demoPerfectSim.m) |
| +Context/Kernel.m | matlab class for the transition kernels (contains function CIAFTP for perfect simulation) |
| +Context/mynum2str.m | internal: personal version of num2str for integers between 0 and 9 |
| +Context/part2str.m | internal: modification of num2str specially dedicated to partitions of [0,1] |
| +Context/PCfunction.m | matlab class for piecewise constant function on the set of semi-infinite sequences |
| +Context/Trie.m | matlab class for trees with edges labelled by integers |
| +Context/VLMC.m | matlab class for constructing a kernel via a VLMC representation (see the first example of demoPerfectSim.m) |
