Markov chain simulation code
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In Markov chain code
transition_probabilities = [0.1 0.9;0.8 0.2];
starting_value = 1;
chain_length = 5;
chain = zeros(1,chain_length);
chain(1)=starting_value;
for i=2:chain_length
this_step_distribution = transition_probabilities(chain(i-1),:);
cumulative_distribution = cumsum(this_step_distribution);
r = rand()
chain(i) = find(cumulative_distribution>r,1);
end
whats the aim of using cumsum function?
Why compare with random value in each iteration?
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