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updated markov() to add tranpose keyword + default warning#478

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murrayrm
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This PR partially addresses issue#395 by adding atranspose keyword to themarkov function that allows transposed inputs. In the current release, themarkov function is not consistent with the normal time-series convention (see discussion in#395) so a warning message is generated iftranspose is not set explicitly toTrue.

These files will need to be updated again in the 0.9.0 release so that the default for thetranspose keyword changes fromTrue toFalse.

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coveralls commentedDec 24, 2020
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Coverage Status

Coverage decreased (-0.03%) to 86.328% when pulling438c178 on murrayrm:markov-inconsistency into120a926 on python-control:master.

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This PR itself LGTM. But are we sure that the algorithm actually works for real data? The data used in the test is worthless to determine any markov parameters. (#395 (comment))

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Good point on whether the calculation was right. Looks like it wasn't...

In this latest push, I have:

  • Updated the markov() algorithm to compute the correct coefficients (the old code is there for comparison, along with a new algorithm + reference).
  • Reverted to the originalmarkov_test.py (to make sure tests are backward compatible) and moved all of the "enhanced" testing intomarkov_test_array.py.
  • Added a new unit test inmarkov_test_array.py to make sure the calculation is correct.

@murrayrmmurrayrm linked an issueDec 26, 2020 that may beclosed by this pull request
@murrayrmmurrayrm merged commitbd354c9 intopython-control:masterDec 28, 2020
@murrayrmmurrayrm deleted the markov-inconsistency branchDecember 28, 2020 22:43
@murrayrmmurrayrm added this to the0.9.0 milestoneMar 20, 2021
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@bnavigatorbnavigatorbnavigator approved these changes

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control.matlab.markov does not work
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