Statistics Toolbox™

pdf - Probability density function for Gaussian mixture distribution

Class

@gmdistribution

Syntax

y = pdf(obj,X)

Description

y = pdf(obj,X) returns a vector y of length n containing the values of the probability density function (pdf) for the gmdistribution object obj, evaluated at the n-by-d data matrix X, where n is the number of observations and d is the dimension of the data. obj is an object created by gmdistribution or fit. y(I) is the cdf of observation I.

Example

Create a gmdistribution object defining a two-component mixture of bivariate Gaussian distributions:

MU = [1 2;-3 -5];
SIGMA = cat(3,[2 0;0 .5],[1 0;0 1]);
p = ones(1,2)/2;
obj = gmdistribution(MU,SIGMA,p);

ezsurf(@(x,y)pdf(obj,[x y]),[-10 10],[-10 10])

See Also

gmdistribution, fit, cdf, mvnpdf

pdf

pdf