sample.m

马尔可夫过程是一类重要的随机过程,它的原始模型马尔可夫链,由俄国数学家Α.Α.马尔可夫于1907年提出。本程序是对隐马尔可夫模型的一个完整的建模。

function x = sample(p, n)
% SAMPLE    Sample from categorical distribution.
% Returns a row vector of integers, sampled according to the probability
% distribution p.
% Uses the stick-breaking algorithm.
% Much faster algorithms are also possible.

if nargin < 2
  n = 1;
end

cdf = cumsum(p(:));
for i = 1:n
  x(i) = sum(cdf < rand) + 1;
end