diff toolboxes/FullBNT-1.0.7/bnt/examples/dynamic/Old/online2.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/bnt/examples/dynamic/Old/online2.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,33 @@
+N = 1; % regular HMM
+Q = 2;
+ss = 2;
+hnodes = 1;
+onodes = 2;
+
+rand('state', 0);
+randn('state', 0);
+O = 2;
+discrete_obs = 1;
+bnet = mk_chmm(N, Q, O, discrete_obs);
+ns = bnet.node_sizes_slice;
+
+engine = hmm_inf_engine(bnet, onodes);
+
+T = 4;
+ev = cell(ss,T);
+ev(onodes,:) = num2cell(sample_discrete([0.5 0.5], N, T));
+
+
+engine = dbn_init_bel(engine);
+for t=1:T
+  if t==1
+    [engine, ll(t)] = dbn_update_bel1(engine, ev(:,t));
+  else
+    [engine, ll(t)] = dbn_update_bel(engine, ev(:,t-1:t));
+  end
+  % one-step ahead prediction
+  lag = 1;
+  engine2 = dbn_predict_bel(engine, lag);  
+  marg = dbn_marginal_from_bel(engine2, 1)
+  marg = dbn_marginal_from_bel(engine2, 2)
+end