E.g., brute force:
m = max(x);
n = numel(x);
y = zeros(m,1);
p = zeros(m,m);
for k=1:n-1
y(x(k)) = y(x(k)) + 1;
p(x(k),x(k+1)) = p(x(k),x(k+1)) + 1;
end
p = bsxfun(@rdivide,p,y); p(isnan(p)) = 0;
The p matrix will be ordered by natural indexing. E.g., 1, 2, 3, 4, 5 for the above example. It will not be ordered as 1, 3, 2, 4, 5 as you have it above. I.e., the probability of going from state i to state j is p(i,j).
