www.pudn.com > HMM1.zip > mc_sample.m


function S = mc_sample(prior, trans, len, numex)
> SAMPLE_MC Generate random sequences from a Markov chain.
> STATE = SAMPLE_MC(PRIOR, TRANS, LEN) generates a sequence of length LEN.
>
> STATE = SAMPLE_MC(PRIOR, TRANS, LEN, N) generates N rows each of length LEN.

if nargin==3
numex = 1;
end

S = zeros(numex,len);
for i=1:numex
S(i, 1) = sample_discrete(prior);
for t=2:len
S(i, t) = sample_discrete(trans(S(i,t-1),:));
end
end