Time Sequence Markov to Probability Matrix

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David No
David No on 29 Mar 2020
Answered: Anurag Agrawal on 1 Apr 2020
Stuck on this problem where I need to generate a program that will take user input and generate a probability matrix (full problem shown below). I figured out how to create the user input via inputdlg function, but clueless in how to generate a matrix, let alone one that can calculate the probabilities in them. I'm guessing it's a for-loop, but I'm a Matlab rookie. Any help would be greatly appreciated.

Answers (1)

Anurag Agrawal
Anurag Agrawal on 1 Apr 2020
You can start with creating a square maxtrix of zeros. See this for more details:
M= zeros(n); %where n is the number of states
Then you use a nested for loop to update each of the values of the matrix according to your algorithm.
for c = 1:n
for r = 1:n
%Your code to calculate each value of the Matrix
M(r,c) = %desired probability
Also, there are some inbuilt functions for Markov Chain Modelling, you can have a look at:

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