% This program simulates the hidden states of an HMM model
% given the following input: 
% mu = Initial distribution (vector)
% A  = Transition probabilities between the hidden states (matrix)
% n  = Number of steps in the chain, minus one

function [Pi] = hmmsim(mu,A,n)

Pi    = zeros(1,n);                % place to store the states
Pi(1) = rando(mu);                 % initial state has distribution mu
for i = 1:n-1,
  Pi(i+1)=rando(A(Pi(i),:));       
end;