wolffd@0: function S = sample_mc_endstate(startprob, trans, endprob)
wolffd@0: % SAMPLE_MC_ENDSTATE Generate a random sequence from a Markov chain until enter the endstate.
wolffd@0: % seq = sample_mc(startprob, trans, endprob)
wolffd@0: 
wolffd@0: % add an end state
wolffd@0: Q = size(trans,1);
wolffd@0: transprob = zeros(Q,Q+1);
wolffd@0: end_state = Q+1;
wolffd@0: for i=1:Q
wolffd@0:   for j=1:Q
wolffd@0:     transprob(i,j) = (1-endprob(i)) * trans(i,j);
wolffd@0:   end
wolffd@0:   transprob(i,end_state) = endprob(i);
wolffd@0:   %assert(approxeq(sum(transprob(i,:)), 1))
wolffd@0: end                  
wolffd@0: 
wolffd@0: S = [];
wolffd@0: S(1) = sample_discrete(startprob);
wolffd@0: t = 1;
wolffd@0: p = endprob(S(t));
wolffd@0: stop = (S(1) == end_state);
wolffd@0: while ~stop
wolffd@0:   S(t+1) = sample_discrete(transprob(S(t),:));
wolffd@0:   stop = (S(t+1) == end_state);
wolffd@0:   t = t + 1;
wolffd@0: end
wolffd@0: S = S(1:end-1); % don't include end state