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Log scale density function of basic distributions

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Log scale density function of basic distributions

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15 Mar 2012 (Updated )

probability density function of basic distributions in log scale

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Description

standard pdf functions might suffer from numeric underflow when dealing with high dimensional data.
This package provides the functions for computing pdf of following distribution in log scale:
1) Gaussian
2) Multinomial
3) Dirichlet
4) Wishart
5) student-t
6) von Mises-Fisher
7) Kernel density estimator

These functions are also intended to be illustration of the content of Chapter 2 of the book Pattern Recognition and Machine Learning by Christopher M. Bishop.

MATLAB release MATLAB 7.13 (R2011b)
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18 Mar 2013

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