GMM_RND RND from Multivariate Mixture of Gaussians
Syntax:
X = GMM_RND(M,S,PJ,N)
Author:
Simo Särkkä, 2003
In:
M - DxNC matrix of means.
S - DxDxNC matrix of covariances
PJ - Probabilities of mixture components
N - Number of samples (default 1)
Out:
X - DxN matrix of samples
Description:
Draw values of from multivariate mixture
of Gaussians distribution
p(X) = sum p(j) N(X | M_j, S_j)
j
Function returns probability of X in PDF. If multiple
X's are given (as multiple columns), function returns
probabilities for each of them.
See also:
GAUSS_PDF