annotate toolboxes/FullBNT-1.0.7/KPMstats/clg_prob.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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wolffd@0 1 function p = eval_pdf_clg(X,Y,mu,Sigma,W)
wolffd@0 2 % function p = eval_pdf_clg(X,Y,mu,Sigma,W)
wolffd@0 3 %
wolffd@0 4 % p(c,t) = N(Y(:,t); mu(:,c) + W(:,:,c)*X(:,t), Sigma(:,:,c))
wolffd@0 5
wolffd@0 6 [d T] = size(Y);
wolffd@0 7 [d nc] = size(mu);
wolffd@0 8 p = zeros(nc,T);
wolffd@0 9 for c=1:nc
wolffd@0 10 denom = (2*pi)^(d/2)*sqrt(abs(det(Sigma(:,:,c))));
wolffd@0 11 M = repmat(mu(:,c), 1, T) + W(:,:,c)*X;
wolffd@0 12 mahal = sum(((Y-M)'*inv(Sigma(:,:,c))).*(Y-M)',2);
wolffd@0 13 p(c,:) = (exp(-0.5*mahal) / denom)';
wolffd@0 14 end