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Multi-order State-transition Matrix

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Multi-order State-transition Matrix

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Construct a multi-order state-transition matrix.

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Description

Construct a multi-order state-transition matrix given a Markov chain (in integer).

Example:
markovChain = [1 6 1 6 4 4 4 3 1 2 2 3 4 5 4 5 2 6 2 6 2];
norder = 2;
[ transitionMatrix columnStates ] = getTransitionMatrix(markovChain,norder);

See the m file for more detail.

MATLAB release MATLAB 7 (R14)
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05 Oct 2012 Fatemeh Razavi  

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