wolffd@0: function S = mc_sample(prior, trans, len, numex)
wolffd@0: % SAMPLE_MC Generate random sequences from a Markov chain.
wolffd@0: % STATE = SAMPLE_MC(PRIOR, TRANS, LEN) generates a sequence of length LEN.
wolffd@0: %
wolffd@0: % STATE = SAMPLE_MC(PRIOR, TRANS, LEN, N) generates N rows each of length LEN.
wolffd@0: 
wolffd@0: if nargin==3
wolffd@0:   numex = 1;
wolffd@0: end
wolffd@0: 
wolffd@0: S = zeros(numex,len);
wolffd@0: for i=1:numex
wolffd@0:   S(i, 1) = sample_discrete(prior);
wolffd@0:   for t=2:len
wolffd@0:     S(i, t) = sample_discrete(trans(S(i,t-1),:));
wolffd@0:   end
wolffd@0: end