annotate toolboxes/FullBNT-1.0.7/HMM/mc_sample.m @ 0:cc4b1211e677 tip

initial commit to HG from Changeset: 646 (e263d8a21543) added further path and more save "camirversion.m"
author Daniel Wolff
date Fri, 19 Aug 2016 13:07:06 +0200
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Daniel@0 1 function S = mc_sample(prior, trans, len, numex)
Daniel@0 2 % SAMPLE_MC Generate random sequences from a Markov chain.
Daniel@0 3 % STATE = SAMPLE_MC(PRIOR, TRANS, LEN) generates a sequence of length LEN.
Daniel@0 4 %
Daniel@0 5 % STATE = SAMPLE_MC(PRIOR, TRANS, LEN, N) generates N rows each of length LEN.
Daniel@0 6
Daniel@0 7 if nargin==3
Daniel@0 8 numex = 1;
Daniel@0 9 end
Daniel@0 10
Daniel@0 11 S = zeros(numex,len);
Daniel@0 12 for i=1:numex
Daniel@0 13 S(i, 1) = sample_discrete(prior);
Daniel@0 14 for t=2:len
Daniel@0 15 S(i, t) = sample_discrete(trans(S(i,t-1),:));
Daniel@0 16 end
Daniel@0 17 end