gauss.m
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上传日期:2008-02-18
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- function y = gauss(mu, covar, x)
- %GAUSS Evaluate a Gaussian distribution.
- %
- % Description
- %
- % Y = GAUSS(MU, COVAR, X) evaluates a multi-variate Gaussian density
- % in D-dimensions at a set of points given by the rows of the matrix X.
- % The Gaussian density has mean vector MU and covariance matrix COVAR.
- %
- % See also
- % GSAMP, DEMGAUSS
- %
- % Copyright (c) Christopher M Bishop, Ian T Nabney (1996, 1997)
- invcov = inv(covar);
- [n, d] = size(x);
- mu = reshape(mu, 1, d); % Ensure that mu is a row vector
- x = x - ones(n, 1)*mu;
- fact = sum(((x*invcov).*x), 2);
- y = exp(-0.5*fact);
- y = y./sqrt((2*pi)^d*det(covar));