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gauss_pdf

PURPOSE ^

GAUSS_PDF Multivariate Gaussian PDF

SYNOPSIS ^

function [P,E] = gauss_pdf(X,M,S)

DESCRIPTION ^

GAUSS_PDF  Multivariate Gaussian PDF

 Syntax:
   [P,E] = GAUSS_PDF(X,M,S)

 In:
   X - Dx1 value or N values as DxN matrix
   M - Dx1 mean of distibution or N values as DxN matrix.
   S - DxD covariance matrix

 Out:
   P - Probability of X. 
   E - Negative logarithm of P
   
 Description:
   Calculate values of PDF (Probability Density
   Function) of multivariate Gaussian distribution

    N(X |�M, S)

   Function returns probability of X in PDF. If multiple
   X's or M's are given (as multiple columns), function
   returns probabilities for each of them. X's and M's are
   repeated to match each other, S must be the same for all.

 See also:
   GAUSS_RND

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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