How to programme in Matlab to obtain transition probability matrix from sequence of data?

1 Ansicht (letzte 30 Tage)
Suppose I have a sequence of states like 5,5,1,5,4,1,2,3,5,5,1,5. How to programme in Matlab to obtain Transition probability matrix.

Antworten (1)

Steven Lord
Steven Lord am 3 Mai 2016
Look at the Hidden Markov Models functions in Statistics and Machine Learning Toolbox.
  1 Kommentar
Ram k
Ram k am 4 Mai 2016
Bearbeitet: Ram k am 4 Mai 2016
But this Markov chain follows 1-step transition probabilities i.e. probability distribution of next state depends only on current state and not on previous state, so I don't want to go HMM.

Melden Sie sich an, um zu kommentieren.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by