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mvnpdf

PURPOSE ^

y = mvnpdf(x,mu,Sigma)

SYNOPSIS ^

function pdf = mvnpdf(x,mu,sigma)

DESCRIPTION ^

 y = mvnpdf(x,mu,Sigma)
 Compute multivariate normal pdf for x given mean mu and covariance matrix 
 sigma.  The dimension of x is d x p, mu is 1 x p and sigma is p x p.

 1/y^2 = (2 pi)^p |\Sigma| exp { (x-\mu)' inv(\Sigma) (x-\mu) }

 Ref: NIST Engineering Statistics Handbook 6.5.4.2
 http://www.itl.nist.gov/div898/handbook/pmc/section5/pmc542.htm

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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