www.pudn.com > HMM1.zip > est_transmat.m

function [A,C] = est_transmat(seq) 
% ESTIMATE_TRANSMAT Max likelihood of a Markov chain transition matrix 
% [A,C] = estimate_transmat(seq) 
% 
% seq is a vector of positive integers 
% 
% e.g., seq = [1 2 1 2 3], C(1,2)=2, C(2,1)=1, C(2,3)=1, so 
% A(1,:)=[0 1 0], A(2,:) = [0.5 0 0.5], 
% all other entries are 0 
 
% Use a trick with sparse matrices to count the number of each transition. 
% From http://www.mathworks.com/company/newsletter/may03/dna.shtml 
 
C = full(sparse(seq(1:end-1), seq(2:end),1)); 
A = mk_stochastic(C);