Log Multivariate Normal Distribution Function

Version 1.0.0.0 (1.22 KB) by Benjamin Dichter
outputs log likelihood array for series of observations x where x_n ~ N(mu,Sigma)
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Updated 3 Dec 2011

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Takes series of multivariate observations and computes the log likelihood of each of those observations for a Gaussian with mean mu and covariance Sigma.

Cite As

Benjamin Dichter (2024). Log Multivariate Normal Distribution Function (https://www.mathworks.com/matlabcentral/fileexchange/34064-log-multivariate-normal-distribution-function), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0