<p>`   mat observation;//obseration matrix<br>
    Row sequence;//label</p>

<pre><code>const size_t length = 75;
const size_t startState = 0;

HMM&lt;DiscreteDistribution&gt; hmm(2, DiscreteDistribution(4));

hmm.Generate(length, observation, sequence, startState);`
</code></pre>

<p>`template<br>
    void HMM::Generate(const size_t length,<br>
        arma::mat&amp; dataSequence,<br>
        arma::Row&amp; stateSequence,<br>
        const size_t startState) const<br>
    {<br>
        // Set vectors to the right size.<br>
        stateSequence.set_size(length);<br>
        dataSequence.set_size(dimensionality, length);</p>

<pre><code>    // Set start state (default is 0).
    stateSequence[0] = startState;

    // Choose first emission state.
    double randValue = ((double)rand() / (RAND_MAX)) + 1;


    // We just have to find where our random value sits in the probability
    // distribution of emissions for our starting state.
    dataSequence.col(0) = emission[startState].Random();

    // Now choose the states and emissions for the rest of the sequence.
    for (size_t t = 1; t &lt; length; t++)
    {
        // First choose the hidden state.
        randValue = ((double)rand() / (RAND_MAX)) + 1;


        // Now find where our random value sits in the probability distribution of
        // state changes.
        double probSum = 0;
        for (size_t st = 0; st &lt; transition.n_rows; st++)
        {
            probSum += transition(st, stateSequence[t - 1]);
            if (randValue &lt;= probSum)
            {
                stateSequence[t] = st;
                break;
            }
        }

        // Now choose the emission.
        dataSequence.col(t) = emission[stateSequence[t]].Random();
    }
}`
</code></pre>

<p>I found some reasons：dataSequence.col(t) = emission[stateSequence[t]].Random(); is error <br>
<a href="http://stackoverflow.com/questions/9100848/vector-subscript-out-of-range-error-in-c">http://stackoverflow.com/questions/9100848/vector-subscript-out-of-range-error-in-c</a></p>

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