Home > voicebox > lognmpdf.m

lognmpdf

PURPOSE ^

LOGNMPDF calculate pdf of a multivariate lognormal distribution P=(X,M,V)

SYNOPSIS ^

function p=lognmpdf(x,m,v)

DESCRIPTION ^

LOGNMPDF calculate pdf of a multivariate lognormal distribution P=(X,M,V)

  Inputs:  X(N,D)   are the points at which to calculate the pdf (one point per row)
           M(D)     is the mean vector of the distribution [default M = ones]
           V(D,D)   is the covariance matrix of the distribution. If V is diagonal
                    it may be given as a vector [default V = identity matrix]

 Outputs:  P(N,1)   is the pdf at each row of X

 Example: lognmpdf(linspace(0,10,1000)',2);

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 function p=lognmpdf(x,m,v)
0002 %LOGNMPDF calculate pdf of a multivariate lognormal distribution P=(X,M,V)
0003 %
0004 %  Inputs:  X(N,D)   are the points at which to calculate the pdf (one point per row)
0005 %           M(D)     is the mean vector of the distribution [default M = ones]
0006 %           V(D,D)   is the covariance matrix of the distribution. If V is diagonal
0007 %                    it may be given as a vector [default V = identity matrix]
0008 %
0009 % Outputs:  P(N,1)   is the pdf at each row of X
0010 %
0011 % Example: lognmpdf(linspace(0,10,1000)',2);
0012 
0013 %       Copyright (C) Mike Brookes 1995
0014 %      Version: $Id: lognmpdf.m 713 2011-10-16 14:45:43Z dmb $
0015 %
0016 %   VOICEBOX is a MATLAB toolbox for speech processing.
0017 %   Home page: http://www.ee.ic.ac.uk/hp/staff/dmb/voicebox/voicebox.html
0018 %
0019 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
0020 %   This program is free software; you can redistribute it and/or modify
0021 %   it under the terms of the GNU General Public License as published by
0022 %   the Free Software Foundation; either version 2 of the License, or
0023 %   (at your option) any later version.
0024 %
0025 %   This program is distributed in the hope that it will be useful,
0026 %   but WITHOUT ANY WARRANTY; without even the implied warranty of
0027 %   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
0028 %   GNU General Public License for more details.
0029 %
0030 %   You can obtain a copy of the GNU General Public License from
0031 %   http://www.gnu.org/copyleft/gpl.html or by writing to
0032 %   Free Software Foundation, Inc.,675 Mass Ave, Cambridge, MA 02139, USA.
0033 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
0034 
0035 if nargin<3
0036     if nargin<2
0037         m=ones(1,size(x,2));
0038     end
0039     v=eye(length(m));
0040 end
0041 if(size(x,2)~=length(m)) | (size(x,2)~=length(v))
0042     error('Number of columns must match mean and variance dimensions');
0043 end
0044 [u,k]=pow2cep(m,v,'i'); % convert to log domain
0045 p=zeros(size(x,1),1);
0046 c=prod(x,2);
0047 q=c>0;
0048 p(q)=mvnpdf(log(x(q,:)),u,k)./c(q);
0049 
0050 if ~nargout & (length(u)==1)
0051     plot(x,p);
0052 end

Generated on Tue 10-Oct-2017 08:30:10 by m2html © 2003