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

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Ram k
Ram k on 3 May 2016
Edited: Ram k on 4 May 2016
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.

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Answers (1)

Steven Lord
Steven Lord on 3 May 2016
Look at the Hidden Markov Models functions in Statistics and Machine Learning Toolbox.
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Ram k
Ram k on 4 May 2016
Edited: Ram k on 4 May 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.

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