MATLAB: Transition probability matrix for markov

transition probability

how to solve if the summation of each row in transition probability matrix in markov chain not equal to one?

Best Answer

If you just want to make each row sum to one, then you can try this

M % matrix
M_new = M./sum(M,2)

I am not sure if this is the theoretically correct way to solve this problem.

Related Solutions

MATLAB: How to create a transition probability matrix for a markov chain from a vetor

Hi Ricardo,

Follow the below links to create a transition probability matrix. Hope these help..

1) Seeking help creating a transition probability matrix for a markov chain

2) Transition probability matrix for markov chain

Thanks.

MATLAB: Normalizing a sparse matrix so that rows sum to 1

WTP?

M = sprand(10000,10000,.00001);
mean(sum(M,2))
ans =
   (1,1)        0.050375

So M is large, sparse, and its rows sum to whatever they want to sum to.

M = M./sum(M,2);
[min(sum(M,2)),max(sum(M,2))]
ans =
   (1,1)               1
   (1,2)               1

So now normalized. The above will work properly in R2016b or later. I could have done the normalization by multiplying by a sparse diagonal matrix too, probably created using spdiags.

Best Answer

Related Solutions

MATLAB: How to create a transition probability matrix for a markov chain from a vetor

MATLAB: Normalizing a sparse matrix so that rows sum to 1

Related Question