ruspy.estimation.estimation_transitions.create_transition_matrix

ruspy.estimation.estimation_transitions.create_transition_matrix(num_states, trans_prob)[source]

Creating the transition matrix with the assumption, that in every row the state increases have the same probability.

Parameters
num_statespython:int

The size of the state space.

trans_probnumpy.ndarray

The probabilities of an state increase.

Returns
trans_matnumpy.ndarray

see Transition matrix