/usr/share/psychtoolbox-3/PsychProbability/MultiNormalPDF.m is in psychtoolbox-3-common 3.0.11.20140816.dfsg1-1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | function prob = MultiNormalPDF(x,u,K)
% prob = NormalPDF(x,u,K)
%
% Computes the p(x) according to N(u,K). Vectors x and u should be column
% vectors.
%
% Formula taken from Duda and Hart, page 23.
%
% Does not work properly if K is singular. Does not check for dimensional
% correctness.
% 12/31/93 dhb Wrote it.
% 7/24/04 awi cosmetic.
% Find dimension
[m,null] = size(u);
% Compute the exponential part
factor1 = exp(-0.5*(x-u)'*inv(K)*(x-u));
% Compute the leading constant
factor2 = ((2*pi)^(m/2))*sqrt(det(K));
prob = factor1/factor2;
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