gauslogv.m

来自「隐马尔可夫工具箱」· M 代码 · 共 12 行

function logdens = gauslogv(X, mu, Sigma, QUIET)

%gauslogv  Computes a set of multivariate normal log-density values.
%	Use : logdens = gauslogv(X, mu, Sigma) where
%	X (T,p)		T observed vectors of dimension p
%	mu (N,p)	N mean vectors
%	Sigma (N,p)	diagonals of the covariance matrices
%   or	Sigma (N,p*p)	Full covariance matrices
%	logdens (T,N)	Log-Prob. density for vector and each Gaussian dist.

% H2M Toolbox, Version 2.0
% Olivier Capp