gauss_pdf.m

来自「patten regnization source从1-14章能运行」· M 代码 · 共 33 行

% p=gauss_pdf(x,mu,sigma);
%
% 涝仿 氦磐 x俊 措窍咯 备秦柳 MU客 SIGMA俊 狼窍咯 瘤沥等 促函樊 啊快矫救 pdf 
% 蔼阑 府畔.  

function p=gauss_pdf(x,mu,sigma);

d = length(x);
if size(x,1) ~= d
  x = x';
end

if (length(mu) == d) == 0
   error('Dimension of mean vector mu should be the same as that of input vector x');
end

if size(mu,1) ~= d
  mu = mu';
end

if (size(sigma) == [d,d]) == 0
   error('Covariance matrix sigma should be square, with dimension the same as that of input vector x');
end

detsig = det(sigma);

if detsig == 0 
  error('Covariance matrix sigma is singular!')
end

xx = x-mu;
p = exp(-0.5*xx'*inv(sigma)*xx)/(sqrt(detsig)*(2*pi)^(d/2));