wehub-resource-sync
19 lines
549 B
Matlab
Executable File
19 lines
549 B
Matlab
Executable File
function [X, z] = mixGaussSample(Theta, w, n )
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% Genarate samples form a Gaussian mixture model with GaussianWishart prior.
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% Input:
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% Theta: cell of GaussianWishart priors of components
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% w: weight of components
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% n: number of data
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% Output:
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% X: d x n data matrix
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% z: 1 x n response variable
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% Written by Mo Chen (sth4nth@gmail.com).
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z = discreteRnd(w,n);
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d = Theta{1}.dim();
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X = zeros(d,n);
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for i = 1:numel(w)
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idx = z==i;
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[mu,Sigma] = Theta{i}.sample(); % invpd(wishrnd(W0,v0));
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X(:,idx) = gaussRnd(mu,Sigma,sum(idx));
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end
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