I was hoping that somebody might be able to help me out in creating a transition probability matrix?
I normally use excel for statistical modelling but this particular problem takes hours to execute using spreadsheets and it is too large and complicated for a spreadsheet .
I have created a variables called 'data' and it contains velocity and acceleration data in 2 columns.
I was hoping to create a transition probability matrix of the probability of transition from one velocity acceleration pair to another. First of all you would create a frequency matrix counting all the transitions from one velocity acceleration pair to another and convert to a transition probability matrix by dividing by the row total.
Here is a graphical illustration of the matrix.
I would be very grateful if somebody had the time to help me with this. I'm trying to develop my matlab stills but would appreciate if somebody could show me how they would approach the problem.