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