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);