フィルターのクリア

how to programme in Matlab to obtain transition probability matrix?

1 回表示 (過去 30 日間)
Ram k
Ram k 2016 年 5 月 7 日
編集済み: Ram k 2016 年 5 月 7 日
I have a sequence x= [12,14,6,15,15,15,15,6,8,8,18,18,14,14] so I want to make transition probability matrix. Transition probability matrix calculated by equation i.e. probability=(number of pairs x(t) followed by x(t+1))/(number of pairs x(t) followed by any state). Matrix should be like below
6 8 12 14 15 18
6 0 1/2 0 0 1/2 0
8 0 1/2 0 0 0 1/2
12 0 0 0 1 0 0
14 1/2 0 0 1/2 0 0
15 1/4 0 0 0 3/4 0
18 0 0 0 0 1/2 1/2
by following code I can do
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;
but with this code matrix forms of order maximum state present in sequence i.e. matrix becomes of 18*18, and much more places zero occurs. I want matrix like above posted by me how to do it.

回答 (0 件)

カテゴリ

Help Center および File ExchangeMarkov Chain Models についてさらに検索

Community Treasure Hunt

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

Start Hunting!

Translated by