matlab中mvnpdf函数,在matlab中画高斯分布 这个语句的含义请详细解释一下 z=mvnpdf(X,mu1,sigma1)...

语句的含义请详细解释一下 z=mvnpdf(X,mu1,sigma1)..."/>

matlab中mvnpdf函数,在matlab中画高斯分布 这个语句的含义请详细解释一下 z=mvnpdf(X,mu1,sigma1)...

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2015-01-13 回答

Y = MVNPDF(X,MU,SIGMA) returns the density of the multivariate normal

distribution with mean MU and covariance SIGMA, evaluated at each row

of X. SIGMA is a D-by-D matrix, or an D-by-D-by-N array, in which case

the density is evaluated for each row of X with the corresponding page

of SIGMA, i.e., MVNPDF computes Y(I) using X(I,:) and SIGMA(:,:,I).

If the covariance matrix is diagonal, containing variances along the

diagonal and zero covariances off the diagonal, SIGMA may also be

specified as a 1-by-D matrix or a 1-by-D-by-N array, containing

just the diagonal. Pass in the empty matrix for MU to use its default

value when you want to only specify SIGMA.

If X is a 1-by-D vector, MVNPDF replicates it to match the leading

dimension of MU or the trailing dimension of SIGMA.

Example:

mu = [1 -1]; Sigma = [.9 .4; .4 .3];

[X1,X2] = meshgrid(linspace(-1,3,25)', linspace(-3,1,25)');

X = [X1(:) X2(:)];

p = mvnpdf(X, mu, Sigma);

surf(X1,X2,reshape(p,25,25));

See also mvtpdf, mvncdf, mvnrnd, normpdf.

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