How to simulate Markov Chain

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Naima Naheed
Naima Naheed le 6 Juin 2013
Hello, Could you please help me in solving this problem. Suppose in the Land of Oz, there are 525 days in a year. I want to simulate the weather in Land of Oz dividing into rainy, nice, and snowy days. I saw in the literature, SimulateChain can do this. But I couldn't find any SimulateChain in Matlab. I am waiting for a reply.
Naima

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Sean de Wolski
Sean de Wolski le 6 Juin 2013
Sounds like you're looking for the hmm* functions. What does your data look like? Do you know your transition matrix or are you trying to figure it out from data?
http://www.mathworks.com/help/releases/R2013a/stats/hidden-markov-models.html
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Naima Naheed
Naima Naheed le 6 Juin 2013
R N S
R.5 .25 .25
N.5 0 .5
S.25 .25 .5
This is my transition matrix. Could you please help me now?

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