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

first hg version after svn

+function p = eval_pdf_clg(X,Y,mu,Sigma,W)
+% function p = eval_pdf_clg(X,Y,mu,Sigma,W)
+%
+% p(c,t) = N(Y(:,t); mu(:,c) + W(:,:,c)*X(:,t), Sigma(:,:,c))
+
+[d T] = size(Y);
+[d nc] = size(mu);
+p = zeros(nc,T);
+for c=1:nc
+  denom = (2*pi)^(d/2)*sqrt(abs(det(Sigma(:,:,c))));
+  M = repmat(mu(:,c), 1, T) + W(:,:,c)*X;
+  mahal = sum(((Y-M)'*inv(Sigma(:,:,c))).*(Y-M)',2); 
+  p(c,:) = (exp(-0.5*mahal) / denom)';
+end