Daniel@0: function S = sample_mc_endstate(startprob, trans, endprob)
Daniel@0: % SAMPLE_MC_ENDSTATE Generate a random sequence from a Markov chain until enter the endstate.
Daniel@0: % seq = sample_mc(startprob, trans, endprob)
Daniel@0: 
Daniel@0: % add an end state
Daniel@0: Q = size(trans,1);
Daniel@0: transprob = zeros(Q,Q+1);
Daniel@0: end_state = Q+1;
Daniel@0: for i=1:Q
Daniel@0:   for j=1:Q
Daniel@0:     transprob(i,j) = (1-endprob(i)) * trans(i,j);
Daniel@0:   end
Daniel@0:   transprob(i,end_state) = endprob(i);
Daniel@0:   %assert(approxeq(sum(transprob(i,:)), 1))
Daniel@0: end                  
Daniel@0: 
Daniel@0: S = [];
Daniel@0: S(1) = sample_discrete(startprob);
Daniel@0: t = 1;
Daniel@0: p = endprob(S(t));
Daniel@0: stop = (S(1) == end_state);
Daniel@0: while ~stop
Daniel@0:   S(t+1) = sample_discrete(transprob(S(t),:));
Daniel@0:   stop = (S(t+1) == end_state);
Daniel@0:   t = t + 1;
Daniel@0: end
Daniel@0: S = S(1:end-1); % don't include end state