wehub-resource-sync
25 lines
554 B
Matlab
Executable File
25 lines
554 B
Matlab
Executable File
function [x, model] = hmmRnd(d, k, n)
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% Generate a data sequence from a hidden Markov model.
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% Input:
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% d: dimension of data
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% k: dimension of latent variable
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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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% model: model structure
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% Written by Mo Chen (sth4nth@gmail.com).
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A = normalize(rand(k,k),2);
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E = normalize(rand(k,d),2);
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s = normalize(rand(k,1),1);
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x = zeros(1,n);
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z = discreteRnd(s);
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x(1) = discreteRnd(E(z,:));
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for i = 2:n
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z = discreteRnd(A(z,:));
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x(i) = discreteRnd(E(z,:));
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end
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model.A = A;
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model.E = E;
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model.s = s; |