Cedric Roux
56c66c09aa
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17 lines
438 B
Matlab
17 lines
438 B
Matlab
function [pi, P, P2] = est_trans_prob(seq, Nstates)
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% Estimate the stationary probabilities pi and the transtion matrix P for a
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% finite-state stationary stochastic process seq with elements from 1..Nstates.
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pi = hist(seq,1:Nstates)./length(seq);
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P = zeros(Nstates);
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for n=2:length(seq)
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P(seq(n),seq(n-1)) = P(seq(n),seq(n-1)) + 1;
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end
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P2 = P;
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for i=1:Nstates
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if sum(P(i,:))~=0
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P(i,:) = P(i,:)./sum(P(i,:));
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end
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end
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