mc_sample.m

来自「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」· M 代码 · 共 18 行

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