Mercurial > hg > camir-aes2014
comparison toolboxes/FullBNT-1.0.7/KPMstats/mixgauss_sample.m @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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-1:000000000000 | 0:e9a9cd732c1e |
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1 function [data, indices] = mixgauss_sample(mu, Sigma, mixweights, Nsamples) | |
2 % mixgauss_sample Sample data from a mixture of Gaussians | |
3 % function [data, indices] = mixgauss_sample(mu, Sigma, mixweights, Nsamples) | |
4 % | |
5 % Model is P(X) = sum_k mixweights(k) N(X; mu(:,k), Sigma(:,:,k)) or Sigma(k) for scalar | |
6 % data(:,i) is the i'th sample from P(X) | |
7 % indices(i) is the component from which sample i was drawn | |
8 | |
9 [D K] = size(mu); | |
10 data = zeros(D, Nsamples); | |
11 indices = sample_discrete(mixweights, 1, Nsamples); | |
12 for k=1:K | |
13 if ndims(Sigma) < 3 | |
14 sig = Sigma(k); | |
15 else | |
16 sig = Sigma(:,:,k); | |
17 end | |
18 ndx = find(indices==k); | |
19 if length(ndx) > 0 | |
20 data(:,ndx) = sample_gaussian(mu(:,k), sig, length(ndx))'; | |
21 end | |
22 end |