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

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/KPMstats/matrix_T_pdf.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,12 @@
+function p = matrix_T_pdf(A, M, V, K, n)
+% MATRIX_T_PDF Evaluate the density of a matrix under a Matrix-T distribution
+% p = matrix_T_pdf(A, M, V, K, n)
+
+% See "Bayesian Linear Regression", T. Minka, MIT Tech Report, 2001
+
+[d m] = size(K);
+is = 1:d;
+c1 = prod(gamma((n+1-is)/2)) / prod(gamma((n-m+1-is)/2));
+c2 = det(K)^(d/2) / det(pi*V)^(m/2); %% pi or 2pi?
+p = c1 * c2 * det((A-M)'*inv(V)*(A-M)*K + eye(m))^(-n/2);
+