Normalise multivariate probability density
1 visualizzazione (ultimi 30 giorni)
Mostra commenti meno recenti
Hi, I have some multivariate data of dimension 4. I have used mvnpdf to compute their densities.
However, I would like to normalise the densities by using a partition function. I wish to calculate:
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/152196/image.png)
where pi_l is some constant and N(v;mean;covariance) is the mvnpdf and v is a data point.
How would i go about this?
0 Commenti
Risposte (1)
Dave Behera
il 2 Dic 2015
To compute the integral above, you can use the Multivariate normal cumulative distribution function 'mvncdf' described here:
Also, you may need to multiply the constant pi_l (present within the integral above) to the output of 'mvncdf' function to get the correct result.
0 Commenti
Vedere anche
Categorie
Scopri di più su Random Number Generation in Help Center e File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!