Update state transition matrix #2
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A easier to read or possbile faster way to compute the state probability transition matrix
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It looks like I have forgotten to transpose the state transition matrix in above pull request so that my matrix will replicate yours. But I am curious why you made the matrix "inverted", correct me if I am wrong, according to Rust's paper, I think the matrix produced by codes in above request is in the "Rust 1987" form. |
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Update to a simpler and slightly easier to read version