annotate toolboxes/FullBNT-1.0.7/bnt/examples/dynamic/Old/online2.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 N = 1; % regular HMM
Daniel@0 2 Q = 2;
Daniel@0 3 ss = 2;
Daniel@0 4 hnodes = 1;
Daniel@0 5 onodes = 2;
Daniel@0 6
Daniel@0 7 rand('state', 0);
Daniel@0 8 randn('state', 0);
Daniel@0 9 O = 2;
Daniel@0 10 discrete_obs = 1;
Daniel@0 11 bnet = mk_chmm(N, Q, O, discrete_obs);
Daniel@0 12 ns = bnet.node_sizes_slice;
Daniel@0 13
Daniel@0 14 engine = hmm_inf_engine(bnet, onodes);
Daniel@0 15
Daniel@0 16 T = 4;
Daniel@0 17 ev = cell(ss,T);
Daniel@0 18 ev(onodes,:) = num2cell(sample_discrete([0.5 0.5], N, T));
Daniel@0 19
Daniel@0 20
Daniel@0 21 engine = dbn_init_bel(engine);
Daniel@0 22 for t=1:T
Daniel@0 23 if t==1
Daniel@0 24 [engine, ll(t)] = dbn_update_bel1(engine, ev(:,t));
Daniel@0 25 else
Daniel@0 26 [engine, ll(t)] = dbn_update_bel(engine, ev(:,t-1:t));
Daniel@0 27 end
Daniel@0 28 % one-step ahead prediction
Daniel@0 29 lag = 1;
Daniel@0 30 engine2 = dbn_predict_bel(engine, lag);
Daniel@0 31 marg = dbn_marginal_from_bel(engine2, 1)
Daniel@0 32 marg = dbn_marginal_from_bel(engine2, 2)
Daniel@0 33 end