1 files changed, 17 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/HMM/mc_sample.m b/sourcecodes/bnt-master/HMM/mc_sample.m
new file mode 100644
index 00000000..87488f44
--- /dev/null
+++ b/sourcecodes/bnt-master/HMM/mc_sample.m
@@ -0,0 +1,17 @@
+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