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

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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-1:000000000000 0:e9a9cd732c1e
1 function p = matrix_T_pdf(A, M, V, K, n)
2 % MATRIX_T_PDF Evaluate the density of a matrix under a Matrix-T distribution
3 % p = matrix_T_pdf(A, M, V, K, n)
4
5 % See "Bayesian Linear Regression", T. Minka, MIT Tech Report, 2001
6
7 [d m] = size(K);
8 is = 1:d;
9 c1 = prod(gamma((n+1-is)/2)) / prod(gamma((n-m+1-is)/2));
10 c2 = det(K)^(d/2) / det(pi*V)^(m/2); %% pi or 2pi?
11 p = c1 * c2 * det((A-M)'*inv(V)*(A-M)*K + eye(m))^(-n/2);
12