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

3 次查看(过去 30 天)
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.

回答(1 个)

Steven Lord
Steven Lord 2016-5-3
Look at the Hidden Markov Models functions in Statistics and Machine Learning Toolbox.
  1 个评论
Ram k
Ram k 2016-5-4
编辑:Ram k 2016-5-4
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.

请先登录,再进行评论。

类别

Help CenterFile Exchange 中查找有关 Markov Chain Models 的更多信息

Community Treasure Hunt

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

Start Hunting!

Translated by