资 源 简 介
These pages collect files and computer code for the paper A New Approach to Goodness of Fit for Ergodic Markov Processes by Vance Martin, Yoshihiko Nishiyama and John Stachurski. The Python code requires the SciPy and Matplotlib libraries. The C code requires the GNU Scientific Library. The Python code and C code are essentially substitutes. Either can be used to implement the test and replicate the experiments in the paper. However, the C code is a bit more comprehensive (and of course much faster). If you use the code then appropriate citation of the source is appreciated.
