Created
January 16, 2018 12:00
-
-
Save tg12/d7efa579ceee4afbeaec97eb442a6b72 to your computer and use it in GitHub Desktop.
Markov transition matrix in Python
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
#the following code takes a list such as | |
#[1,1,2,6,8,5,5,7,8,8,1,1,4,5,5,0,0,0,1,1,4,4,5,1,3,3,4,5,4,1,1] | |
#with states labeled as successive integers starting with 0 | |
#and returns a transition matrix, M, | |
#where M[i][j] is the probability of transitioning from i to j | |
def transition_matrix(transitions): | |
n = 1+ max(transitions) #number of states | |
M = [[0]*n for _ in range(n)] | |
for (i,j) in zip(transitions,transitions[1:]): | |
M[i][j] += 1 | |
#now convert to probabilities: | |
for row in M: | |
s = sum(row) | |
if s > 0: | |
row[:] = [f/s for f in row] | |
return M | |
#test: | |
t = [1,1,2,6,8,5,5,7,8,8,1,1,4,5,5,0,0,0,1,1,4,4,5,1,3,3,4,5,4,1,1] | |
m = transition_matrix(t) | |
for row in m: print(' '.join('{0:.2f}'.format(x) for x in row)) | |
#0.67 0.33 0.00 0.00 0.00 0.00 0.00 0.00 0.00 | |
#0.00 0.50 0.12 0.12 0.25 0.00 0.00 0.00 0.00 | |
#0.00 0.00 0.00 0.00 0.00 0.00 1.00 0.00 0.00 | |
#0.00 0.00 0.00 0.50 0.50 0.00 0.00 0.00 0.00 | |
#0.00 0.20 0.00 0.00 0.20 0.60 0.00 0.00 0.00 | |
#0.17 0.17 0.00 0.00 0.17 0.33 0.00 0.17 0.00 | |
#0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1.00 | |
#0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1.00 | |
#0.00 0.33 0.00 0.00 0.00 0.33 0.00 0.00 0.33 |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment