normpdf2

PURPOSE ^

Normal prob. density function (pdf) with arbitrary covariance matrix.

SYNOPSIS ^

function ps = normpdf2(xs,m,C);

DESCRIPTION ^

 Normal prob. density function (pdf) with arbitrary covariance matrix.

 Evaluate the multi-variate density with mean vector m and covariance matrix C for the
 input vector xs.  Assumes that the N datapoints are d dimensional.  Then m is dx1 or
 1xd, C is dxd, and xs is dxN or NxD where N is the number of samples to be evaluated.

 INPUTS
   xs  - points to evaluated (Nxd or dxN)
   m   - mean vector (dx1 or 1xd)
   C   - Covariance matrix (dxd)

 OUTPUTS
   ps  - probability density at each x

 DATESTAMP
   29-Sep-2005  2:00pm

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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