diff toolboxes/FullBNT-1.0.7/HMM/mc_sample_endstate.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
children
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/HMM/mc_sample_endstate.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,27 @@
+function S = sample_mc_endstate(startprob, trans, endprob)
+% SAMPLE_MC_ENDSTATE Generate a random sequence from a Markov chain until enter the endstate.
+% seq = sample_mc(startprob, trans, endprob)
+
+% add an end state
+Q = size(trans,1);
+transprob = zeros(Q,Q+1);
+end_state = Q+1;
+for i=1:Q
+  for j=1:Q
+    transprob(i,j) = (1-endprob(i)) * trans(i,j);
+  end
+  transprob(i,end_state) = endprob(i);
+  %assert(approxeq(sum(transprob(i,:)), 1))
+end                  
+
+S = [];
+S(1) = sample_discrete(startprob);
+t = 1;
+p = endprob(S(t));
+stop = (S(1) == end_state);
+while ~stop
+  S(t+1) = sample_discrete(transprob(S(t),:));
+  stop = (S(t+1) == end_state);
+  t = t + 1;
+end
+S = S(1:end-1); % don't include end state