The Complete SPRLIB & ANNLIB

pr_k_normal

- compute the probability density for a general k-dimensional normal distribution

SYNOPSIS

double pr_k_normal (x, k, mu, cinv, detcinv)

ARGUMENTS

double *x The variable of which the density has to be computed, a vector of size [1..k].
int k The dimensionality of the pattern.
double *mu The mean of the distribution, a vector of size [1..k].
double **cinv The inverse covariance matrix of the distribution, a matrix of size [1..k][1..k].
double detcinv The determiner of the inverse covariance matrix.

RETURNS

If an error occured the function returns a -1.0, if no error occured the function returns the probability density for the variable x.

FUNCTION

This function calculates the probability density function of a variable x using a generalized Gaussian or normal distribution. The function is a generalization of the function pr_normal.

NOTE

The variables x, mu are in vector format and cinv is in matrix format. Furthermore length(x) = length(mu) = k and size(cinv) = k^2.

SEE ALSO

pr_normal

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