comparison toolboxes/FullBNT-1.0.7/HMM/mc_sample.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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comparison
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-1:000000000000 0:e9a9cd732c1e
1 function S = mc_sample(prior, trans, len, numex)
2 % SAMPLE_MC Generate random sequences from a Markov chain.
3 % STATE = SAMPLE_MC(PRIOR, TRANS, LEN) generates a sequence of length LEN.
4 %
5 % STATE = SAMPLE_MC(PRIOR, TRANS, LEN, N) generates N rows each of length LEN.
6
7 if nargin==3
8 numex = 1;
9 end
10
11 S = zeros(numex,len);
12 for i=1:numex
13 S(i, 1) = sample_discrete(prior);
14 for t=2:len
15 S(i, t) = sample_discrete(trans(S(i,t-1),:));
16 end
17 end