gaussianLogM
Multi-dimensional log Gaussian propability density function
Contents
Syntax
- out = gaussianLog(data, gPrm, gConst)
Description
out=gaussianLog(data, gPrm) return the log likelihood of given data over Gaussian PDF with parameter gPrm.
- data: d x n data matrix, representing n data vector of dimension d
- mu: d x 1 vector
- sigma: d x d covariance matrix
- d x 1 vector
- 1 x 1 scalar
- out: 1 x n vector of log likelihood
Example
x = linspace(-10, 10); gPrm.mu = 0; gPrm.sigma = 0.1; y1 = log(gaussian(x, gPrm)); y2 = gaussianLog(x, gPrm); difference = abs(y1-y2); subplot(2,1,1); plot(x, y1, x, y2); title('Curves of log(gaussian()) and gaussianLog()'); subplot(2,1,2); plot(x, difference); title('Diff. between log(gaussian()) and gaussianLog()');
vec = 0 vec = 0.1
