Mercurial > hg > camir-ismir2012
annotate toolboxes/FullBNT-1.0.7/KPMstats/mixgauss_sample.m @ 0:cc4b1211e677 tip
initial commit to HG from
Changeset:
646 (e263d8a21543) added further path and more save "camirversion.m"
author | Daniel Wolff |
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date | Fri, 19 Aug 2016 13:07:06 +0200 |
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Daniel@0 | 1 function [data, indices] = mixgauss_sample(mu, Sigma, mixweights, Nsamples) |
Daniel@0 | 2 % mixgauss_sample Sample data from a mixture of Gaussians |
Daniel@0 | 3 % function [data, indices] = mixgauss_sample(mu, Sigma, mixweights, Nsamples) |
Daniel@0 | 4 % |
Daniel@0 | 5 % Model is P(X) = sum_k mixweights(k) N(X; mu(:,k), Sigma(:,:,k)) or Sigma(k) for scalar |
Daniel@0 | 6 % data(:,i) is the i'th sample from P(X) |
Daniel@0 | 7 % indices(i) is the component from which sample i was drawn |
Daniel@0 | 8 |
Daniel@0 | 9 [D K] = size(mu); |
Daniel@0 | 10 data = zeros(D, Nsamples); |
Daniel@0 | 11 indices = sample_discrete(mixweights, 1, Nsamples); |
Daniel@0 | 12 for k=1:K |
Daniel@0 | 13 if ndims(Sigma) < 3 |
Daniel@0 | 14 sig = Sigma(k); |
Daniel@0 | 15 else |
Daniel@0 | 16 sig = Sigma(:,:,k); |
Daniel@0 | 17 end |
Daniel@0 | 18 ndx = find(indices==k); |
Daniel@0 | 19 if length(ndx) > 0 |
Daniel@0 | 20 data(:,ndx) = sample_gaussian(mu(:,k), sig, length(ndx))'; |
Daniel@0 | 21 end |
Daniel@0 | 22 end |