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From: hopla on 11 Mar 2010 03:00
Hello,

I just want to know if there is a matlabfunction or mfile that gives me the probabilities of a tree.
For example if i have a probability tree with each step a chance of 0.95 and 0.05 and i have 4 steps. How can show get the 16 possible results with there probability?
It seems a very easy problem to me, so i guess there is a way to fix it but i can not find it.

Thanks in advance!
From: Walter Roberson on 11 Mar 2010 13:22
hopla wrote:

> I just want to know if there is a matlabfunction or mfile that gives me the probabilities of a tree.
> For example if i have a probability tree with each step a chance of 0.95 and 0.05 and i have 4 steps. How can show get the 16 possible results with there probability?
> It seems a very easy problem to me, so i guess there is a way to fix it but i can not find it.

P = [0.95 0.05];
LR = 'LR';
S=4;

prob = zeros(2^S,1);
tree = repmat(' ',2^S,S);

for K = 0:2^S-1
b = dec2bin(K,S);
prob(K+1) = prod(P(1 + b=='1'));
tree(K+1,:) = LR(1 + b=='1');
end

for K = 1:length(prob)
disp( 'Tree ', tree(K,:), ' had probability ', prob(K));
end
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