diff toolboxes/FullBNT-1.0.7/KPMstats/mixgauss_sample.m @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/KPMstats/mixgauss_sample.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,22 @@
+function [data, indices] = mixgauss_sample(mu, Sigma, mixweights, Nsamples)
+%  mixgauss_sample Sample data from a mixture of Gaussians
+% function [data, indices] = mixgauss_sample(mu, Sigma, mixweights, Nsamples)
+%
+% Model is P(X) = sum_k mixweights(k) N(X; mu(:,k), Sigma(:,:,k)) or Sigma(k) for scalar
+% data(:,i) is the i'th sample from P(X)
+% indices(i) is the component from which sample i was drawn
+
+[D K] = size(mu);
+data = zeros(D, Nsamples);
+indices = sample_discrete(mixweights, 1, Nsamples);
+for k=1:K
+  if ndims(Sigma) < 3
+    sig = Sigma(k);
+  else
+    sig = Sigma(:,:,k);
+  end
+  ndx = find(indices==k);
+  if length(ndx) > 0
+    data(:,ndx) = sample_gaussian(mu(:,k), sig, length(ndx))';
+  end
+end