I am trying to simulate a markov chain with the following code. I keep on having this error:
In an assignment A(I) = B, the number of elements in B and I must be the same. Error in ==> Markov_Chain at 61 Chain(1) = cur_state;
How can I solve it? thanks
function [Chain] = Markvok_Chain( P, initial_state, n )
P = [ 0.85 0.15; 0.05 0.95 ];initial_state = [0.4 0.6];n=20;sz = size(P);cur_state = round(initial_state);
% % Verify that the input parameters are valid % if (sz(1) ~= sz(2)) error('Markov_Chain: Probability matrix is not square'); end num_states = sz(1);
if (cur_state < 1) | (cur_state > num_states) error('Markov_Chain: Initial state not defined in P') end
for i=1:num_states if (sum(P(i,:)) ~=1 ) error('Markov_Chain: Transition matrix is not valid') end end
% % Create the Markov Chain
Chain(1) = cur_state; for i = 1:n
cur_state = Rand_Vect(P(cur_state,:), 1); Chain(i) = cur_state;
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