Mercurial > hg > camir-aes2014
annotate toolboxes/FullBNT-1.0.7/KPMstats/clg_prob.m @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
parents | |
children |
rev | line source |
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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 |