gauseval.m

来自「隐马尔可夫工具箱」· M 代码 · 共 14 行

function dens = gauseval(X, mu, Sigma, QUIET)

%gauseval  Computes a set of multivariate normal density values.
%	   In the case of diagonal covariance matrices, the mex-file c_dgaus
%	   will be used if it found on matlab's search path.
%	Use : dens = gauseval(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
%	dens (T,N)	Probability density for vector and each Gaussian dist.

% H2M Toolbox, Version 2.0
% Olivier Capp