forge: main/statistics/inst/hmmgenerate.m annotate

annotate main/statistics/inst/hmmgenerate.m @ 2689:e8b0cde34d1b octave-forge

Improved texinfo.

author	whyly
date	Sun, 15 Oct 2006 19:50:42 +0000
parents	a613a7093388
children	762ed030be30

rev	line source
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	1 ## Copyright (C) 2006 Arno Onken
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	2 ##
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	3 ## This program is free software; you can redistribute it and/or modify
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	4 ## it under the terms of the GNU General Public License as published by
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	5 ## the Free Software Foundation; either version 2 of the License, or
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	6 ## (at your option) any later version.
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	7 ##
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	8 ## This program is distributed in the hope that it will be useful,
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	9 ## but WITHOUT ANY WARRANTY; without even the implied warranty of
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	11 ## GNU General Public License for more details.
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	12 ##
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	13 ## You should have received a copy of the GNU General Public License
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	14 ## along with this program; if not, write to the Free Software
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	15 ## Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	16
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	17 ## -- texinfo --
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	18 ## @deftypefn {Function File} {[@var{sequence}, @var{states}] =} hmmgenerate (@var{len}, @var{transprob}, @var{outprob})
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	19 ## @deftypefnx {Function File} {} hmmgenerate (@dots{}, 'symbols', @var{symbols})
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	20 ## @deftypefnx {Function File} {} hmmgenerate (@dots{}, 'statenames', @var{statenames})
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	21 ## Generates an output sequence and hidden states for a Hidden Markov Model.
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	22 ## The model starts in state @code{1} at step @code{0} but will not include
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	23 ## step @code{0} in the generated states and sequence.
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	24 ##
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	25 ## Arguments are
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	26 ##
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	27 ## @itemize @bullet
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	28 ## @item
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	29 ## @var{len} is the number of steps to generate. @var{sequence} and
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	30 ## @var{states} will have @var{len} entries each.
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	31 ##
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	32 ## @item
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	33 ## @var{transprob} is the matrix of transition probabilities for the states.
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	34 ## @code{transprob (i, j)} is the probability for a transition to state
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	35 ## @code{j} given state @code{i}.
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	36 ##
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	37 ## @item
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	38 ## @var{outprob} is the matrix of output probabilities.
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	39 ## @code{outprob (i, j)} is the probability for generating output @code{j}
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	40 ## given state @code{i}.
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	41 ## @end itemize
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	42 ##
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	43 ## Return values are
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	44 ##
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	45 ## @itemize @bullet
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	46 ## @item
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	47 ## @var{sequence} is a vector of length @var{len} of the generated
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	48 ## outputs. The outputs are integers ranging from @code{1} to
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	49 ## @code{columns (outprob)}.
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	50 ##
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	51 ## @item
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	52 ## @var{states} is a vector of length @var{len} of the generated hidden
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	53 ## states. The states are integers ranging from @code{1} to
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	54 ## @code{columns (transprob)}.
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	55 ## @end itemize
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	56 ##
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	57 ## If @code{'symbols'} is specified, then the elements of @var{symbols} are
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	58 ## used for the output sequence instead of integers ranging from @code{1} to
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	59 ## @code{columns (outprob)}. @var{symbols} can be a cell array.
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	60 ##
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	61 ## If @code{'statenames'} is specified, then the elements of
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	62 ## @var{statenames} are used for the states instead of integers ranging from
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	63 ## @code{1} to @code{columns (transprob)}. @var{statenames} can be a cell
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	64 ## array.
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	65 ##
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	66 ## Examples:
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	67 ##
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	68 ## @example
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	69 ## @group
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	70 ## transprob = [0.8, 0.2; 0.4, 0.6];
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	71 ## outprob = [0.2, 0.4, 0.4; 0.7, 0.2, 0.1];
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	72 ## [sequence, states] = hmmgenerate (25, transprob, outprob)
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	73 ## @end group
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	74 ##
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	75 ## @group
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	76 ## symbols = @{'A', 'B', 'C'@};
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	77 ## statenames = @{'One', 'Two'@};
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	78 ## [sequence, states] = hmmgenerate (25, transprob, outprob, 'symbols', symbols, 'statenames', statenames)
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	79 ## @end group
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	80 ## @end example
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	81 ##
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	82 ## References:
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	83 ##
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	84 ## @enumerate
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	85 ## @item
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	86 ## W. L. Martinez and A. R. Martinez. @cite{Computational Statistics
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	87 ## Handbook with MATLAB.} Chapman & Hall/CRC, pages 547-557, 2001.
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	88 ##
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	89 ## @item
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	90 ## Wikipedia contributors. Hidden Markov model. @cite{Wikipedia, The Free
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	91 ## Encyclopedia.}
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	92 ## @uref{http://en.wikipedia.org/w/index.php?title=Hidden_Markov_model&oldid=81100294},
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	93 ## October 2006.
e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	94 ## @end enumerate
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	95 ## @end deftypefn
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	96
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	97 ## Author: Arno Onken <whyly@gmx.net>
2689 e8b0cde34d1b Improved texinfo. whyly parents: 2376 diff changeset	98 ## Description: Output sequence and hidden states for a Hidden Markov Model
2376 a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	99
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	100 function [sequence, states] = hmmgenerate (len, transprob, outprob, varargin)
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	101
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	102 # Usage string
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	103 ustring = "[sequence, states] = hmmgenerate (len, transprob, outprob [, 'symbols', symbols] [, 'statenames', statenames])";
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	104
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	105 # Check arguments
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	106 if (nargin < 3 \|\| mod (length (varargin), 2) != 0)
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	107 usage (ustring);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	108 endif
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	109
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	110 if (! isscalar (len) \|\| len < 0)
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	111 error ("hmmgenerate: len must be a non-negative scalar value")
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	112 endif
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	113
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	114 if (! ismatrix (transprob))
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	115 error ("hmmgenerate: transprob must be a non-empty numeric matrix");
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	116 endif
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	117 if (! ismatrix (outprob))
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	118 error ("hmmgenerate: outprob must be a non-empty numeric matrix");
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	119 endif
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	120
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	121 # nstate is the number of states of the Hidden Markov Model
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	122 nstate = rows (transprob);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	123 # noutput is the number of different outputs that the Hidden Markov Model
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	124 # can generate
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	125 noutput = columns (outprob);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	126
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	127 # Check whether transprob and outprob are feasible for a Hidden Markov
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	128 # Model
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	129 if (columns (transprob) != nstate)
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	130 error ("hmmgenerate: transprob must be a square matrix");
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	131 endif
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	132 if (rows (outprob) != nstate)
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	133 error ("hmmgenerate: outprob must have the same number of rows as transprob");
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	134 endif
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	135
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	136 # Flag for symbols
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	137 usesym = false;
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	138 # Flag for statenames
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	139 usesn = false;
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	140
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	141 # Process varargin
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	142 for i = 1:2:length (varargin)
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	143 # There must be an identifier: 'symbols' or 'statenames'
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	144 if (! ischar (varargin {i}))
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	145 usage (ustring);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	146 endif
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	147 # Upper case is also fine
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	148 lowerarg = lower (varargin {i});
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	149 if (strcmp (lowerarg, 'symbols'))
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	150 if (length (varargin {i + 1}) != noutput)
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	151 error ("hmmgenerate: number of symbols does not match number of possible outputs");
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	152 endif
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	153 usesym = true;
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	154 # Use the following argument as symbols
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	155 symbols = varargin {i + 1};
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	156 # The same for statenames
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	157 elseif (strcmp (lowerarg, 'statenames'))
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	158 if (length (varargin {i + 1}) != nstate)
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	159 error ("hmmgenerate: number of statenames does not match number of states");
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	160 endif
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	161 usesn = true;
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	162 # Use the following argument as statenames
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	163 statenames = varargin {i + 1};
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	164 else
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	165 error ("hmmgenerate: expected 'symbols' or 'statenames' but found '%s'", varargin {i});
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	166 endif
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	167 endfor
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	168
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	169 # Each row in transprob and outprob should contain probabilities
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	170 # => scale so that the sum is 1
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	171 # A zero row remains zero
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	172 # - for transprob
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	173 s = sum (transprob, 2);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	174 s (s == 0) = 1;
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	175 transprob = transprob ./ (s * ones (1, nstate));
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	176 # - for outprob
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	177 s = sum (outprob, 2);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	178 s (s == 0) = 1;
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	179 outprob = outprob ./ (s * ones (1, noutput));
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	180
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	181 # Generate sequences of uniformly distributed random numbers between 0 and
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	182 # 1
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	183 # - for the state transitions
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	184 transdraw = rand (1, len);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	185 # - for the outputs
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	186 outdraw = rand (1, len);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	187
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	188 # Generate the return vectors
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	189 # They remain unchanged if the according probability row of transprob
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	190 # and outprob contain, respectively, only zeros
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	191 sequence = ones (1, len);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	192 states = ones (1, len);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	193
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	194 # Calculate cumulated probabilities backwards for easy comparison with the
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	195 # generated random numbers
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	196 # Cumulated probability in first column must always be 1
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	197 # We might have a zero row
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	198 # - for transprob
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	199 transprob (:, end:-1:1) = cumsum (transprob (:, end:-1:1), 2);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	200 transprob (:, 1) = 1;
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	201 # - for outprob
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	202 outprob (:, end:-1:1) = cumsum (outprob (:, end:-1:1), 2);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	203 outprob (:, 1) = 1;
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	204
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	205 # cstate is the current state
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	206 # Start in state 1 but do not include it in the states vector
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	207 cstate = 1;
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	208 for i = 1:len
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	209 # Compare the randon number i of transdraw to the cumulated probability
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	210 # of the state transition and set the transition accordingly
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	211 states (i) = sum (transdraw (i) <= transprob (cstate, :));
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	212 cstate = states (i);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	213 # The same for the output of the state
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	214 sequence (i) = sum (outdraw (i) <= outprob (cstate, :));
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	215 endfor
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	216
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	217 # Transform default matrices into symbols/statenames if requested
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	218 if (usesym)
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	219 sequence = reshape (symbols (sequence), 1, len);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	220 endif
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	221 if (usesn)
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	222 states = reshape (statenames (states), 1, len);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	223 endif
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	224
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	225 endfunction
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	226
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	227 %!test
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	228 %! len = 25;
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	229 %! transprob = [0.8, 0.2; 0.4, 0.6];
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	230 %! outprob = [0.2, 0.4, 0.4; 0.7, 0.2, 0.1];
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	231 %! [sequence, states] = hmmgenerate (len, transprob, outprob);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	232 %! assert (length (sequence), len);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	233 %! assert (length (states), len);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	234 %! assert (min (sequence) >= 1);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	235 %! assert (max (sequence) <= columns (outprob));
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	236 %! assert (min (states) >= 1);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	237 %! assert (max (states) <= rows (transprob));
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	238
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	239 %!test
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	240 %! len = 25;
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	241 %! transprob = [0.8, 0.2; 0.4, 0.6];
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	242 %! outprob = [0.2, 0.4, 0.4; 0.7, 0.2, 0.1];
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	243 %! symbols = {'A', 'B', 'C'};
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	244 %! statenames = {'One', 'Two'};
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	245 %! [sequence, states] = hmmgenerate (len, transprob, outprob, 'symbols', symbols, 'statenames', statenames);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	246 %! assert (length (sequence), len);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	247 %! assert (length (states), len);
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	248 %! assert (strcmp (sequence, 'A') + strcmp (sequence, 'B') + strcmp (sequence, 'C') == ones (1, len));
a613a7093388 Changed the directory structure of statistics to match the package system hauberg parents: diff changeset	249 %! assert (strcmp (states, 'One') + strcmp (states, 'Two') == ones (1, len));

Mercurial > forge

annotate main/statistics/inst/hmmgenerate.m @ 2689:e8b0cde34d1b octave-forge