Mercurial > hg > camir-ismir2012
diff toolboxes/FullBNT-1.0.7/KPMstats/clg_prob.m @ 0:cc4b1211e677 tip
initial commit to HG from
Changeset:
646 (e263d8a21543) added further path and more save "camirversion.m"
| author | Daniel Wolff |
|---|---|
| date | Fri, 19 Aug 2016 13:07:06 +0200 |
| parents | |
| children |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/FullBNT-1.0.7/KPMstats/clg_prob.m Fri Aug 19 13:07:06 2016 +0200 @@ -0,0 +1,14 @@ +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