Mercurial > hg > camir-ismir2012

diff toolboxes/FullBNT-1.0.7/KPMstats/marginalize_gaussian.m @ 0:cc4b1211e677 tip

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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
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/KPMstats/marginalize_gaussian.m	Fri Aug 19 13:07:06 2016 +0200
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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);
+
+