Markov Chain Transition Matrix: MATLAB function sparse - index exceeds matrix dimensions -
i'm referencing question: estimate markov chain transition matrix in matlab different state sequence lengths
the described procedure worked out me, i'm not able adapt last matlab command create transition matrix s = sparse(i,j,v,m,n)
transitionmatrix = sparse(uniquetransitions(:,1), uniquetransitions(:,2), p, 6,6)
here data 18 unique transitions , corresponding probabilities:
uniquetransitions p 5405 5414 0,046511628 5414 5420 0,046511628 5420 5420 0,139534884 5420 9999 0,046511628 5414 5430 0,046511628 5430 5414 0,023255814 5430 5191 0,023255814 5191 5462 0,023255814 5462 5414 0,023255814 5414 5414 0,139534884 5414 9999 0,023255814 5405 5419 0,023255814 5419 5419 0,162790698 5419 5412 0,069767442 5412 5419 0,046511628 5412 5414 0,023255814 5405 5405 0,046511628 5405 9999 0,046511628
how calculate parameters 'm' , 'n'? read online matlab documentation , tried lot of parameters can't find solution.
you creating sparse matrix of size 6 6 data larger. assuming each state reachable can simple skip size argument:
transitionmatrix = sparse(uniquetransitions(:,1), uniquetransitions(:,2), p)
it important when want create matrix last row or last column containing zeros.
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