+++ /dev/null
-%X is generated following a gaussian mixture \sum pi_r N(meanX_k, covX_r)
-%Y is generated then, with Y_i ~ \sum pi_r N(Beta_r.X_i, covY_r)
-function[X,Y,Z] = generateIO(meanX, covX, covY, pi, beta, n)
-
- [p, ~, k] = size(covX);
- [m, ~, ~] = size(covY);
- if exist('octave_config_info')
- %Octave statistics package doesn't have gmdistribution()
- X = zeros(n, p);
- Z = zeros(n);
- cs = cumsum(pi);
- for i=1:n
- %TODO: vectorize ? http://stackoverflow.com/questions/2977497/weighted-random-numbers-in-matlab
- tmpRand01 = rand();
- [~,Z(i)] = min(cs - tmpRand01 >= 0);
- X(i,:) = mvnrnd(meanX(Z(i),:), covX(:,:,Z(i)), 1);
- end
- else
- gmDistX = gmdistribution(meanX, covX, pi);
- [X, Z] = random(gmDistX, n);
- end
-
- Y = zeros(n, m);
- BX = zeros(n,m,k);
- for i=1:n
- for r=1:k
- %compute beta_r . X_i
- BXir = zeros(1, m);
- for mm=1:m
- BXir(mm) = dot(X(i,:), beta(:,mm,r));
- end
- %add pi(r) * N(beta_r . X_i, covY) to Y_i
- Y(i,:) = Y(i,:) + pi(r) * mvnrnd(BXir, covY(:,:,r), 1);
- end
- end
-
-end