annotate toolboxes/FullBNT-1.0.7/KPMstats/clg_prob.m @ 0:cc4b1211e677
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Changeset:
646 (e263d8a21543) added further path and more save "camirversion.m"
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Daniel Wolff |
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Fri, 19 Aug 2016 13:07:06 +0200 |
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1 function p = eval_pdf_clg(X,Y,mu,Sigma,W)
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2 % function p = eval_pdf_clg(X,Y,mu,Sigma,W)
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3 %
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4 % p(c,t) = N(Y(:,t); mu(:,c) + W(:,:,c)*X(:,t), Sigma(:,:,c))
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5
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6 [d T] = size(Y);
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7 [d nc] = size(mu);
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8 p = zeros(nc,T);
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9 for c=1:nc
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10 denom = (2*pi)^(d/2)*sqrt(abs(det(Sigma(:,:,c))));
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11 M = repmat(mu(:,c), 1, T) + W(:,:,c)*X;
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12 mahal = sum(((Y-M)'*inv(Sigma(:,:,c))).*(Y-M)',2);
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13 p(c,:) = (exp(-0.5*mahal) / denom)';
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14 end
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