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view toolboxes/FullBNT-1.0.7/KPMstats/marginalize_gaussian.m @ 0:e9a9cd732c1e tip

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first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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function [muX, SXX] = marginalize_gaussian(mu, Sigma, X, Y, ns)
% MARGINALIZE_GAUSSIAN Compute Pr(X) from Pr(X,Y) where X and Y are jointly Gaussian.
% [muX, SXX] = marginalize_gaussian(mu, Sigma, X, Y, ns)

[muX, muY, SXX, SXY, SYX, SYY] = partition_matrix_vec(mu, Sigma, X, Y, ns);