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Multi-order State-transition Matrix

version 1.0.0.0 (2.29 KB) by pangyuteng
Construct a multi-order state-transition matrix.

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Updated 27 Jun 2012

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Construct a multi-order state-transition matrix given a Markov chain (in integer).

Example:
markovChain = [1 6 1 6 4 4 4 3 1 2 2 3 4 5 4 5 2 6 2 6 2];
norder = 2;
[ transitionMatrix columnStates ] = getTransitionMatrix(markovChain,norder);

See the m file for more detail.

Cite As

pangyuteng (2019). Multi-order State-transition Matrix (https://www.mathworks.com/matlabcentral/fileexchange/37322-multi-order-state-transition-matrix), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (2)

Qinxue

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
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