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Diffstat (limited to 'sourcecodes/bnt-master/KPMstats/mixgauss_sample.m')
| -rw-r--r-- | sourcecodes/bnt-master/KPMstats/mixgauss_sample.m | 22 |
1 files changed, 22 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/KPMstats/mixgauss_sample.m b/sourcecodes/bnt-master/KPMstats/mixgauss_sample.m new file mode 100644 index 00000000..9438d5f0 --- /dev/null +++ b/sourcecodes/bnt-master/KPMstats/mixgauss_sample.m @@ -0,0 +1,22 @@ +function [data, indices] = mixgauss_sample(mu, Sigma, mixweights, Nsamples) +% mixgauss_sample Sample data from a mixture of Gaussians +% function [data, indices] = mixgauss_sample(mu, Sigma, mixweights, Nsamples) +% +% Model is P(X) = sum_k mixweights(k) N(X; mu(:,k), Sigma(:,:,k)) or Sigma(k) for scalar +% data(:,i) is the i'th sample from P(X) +% indices(i) is the component from which sample i was drawn + +[D K] = size(mu); +data = zeros(D, Nsamples); +indices = sample_discrete(mixweights, 1, Nsamples); +for k=1:K + if ndims(Sigma) < 3 + sig = Sigma(k); + else + sig = Sigma(:,:,k); + end + ndx = find(indices==k); + if length(ndx) > 0 + data(:,ndx) = sample_gaussian(mu(:,k), sig, length(ndx))'; + end +end |