NAME

get_density_gaussian - Gets the gaussian pdf value for a vector

SYNOPSIS

#include "sample/sample_gauss.h"

Example compile flags (system dependent):
  -DLINUX_X86_64 -DLINUX_X86_64_OPTERON  -DGNU_COMPILER 
   -I/home/kobus/include
   -L/home/kobus/misc/load/linux_x86_64_opteron -L/usr/lib/x86_64-linux-gnu
  -lKJB                               -lfftw3  -lgsl -lgslcblas -ljpeg  -lSVM -lstdc++                    -lpthread -lSLATEC -lg2c    -lacml -lacml_mv -lblas -lg2c      -lncursesw 


int get_density_gaussian
(
	double *density,
	const Vector *X,
	const Vector *mu,
	const Matrix *sigma
);

DESCRIPTION

Finds the (mu mean and sigma covariance matrix) gaussian pdf value at X. sigma must be a square matrix with dimension equal to the length of mu. sigma must be positive definite.

RETURNS

Returns ERROR on failure, setting the the errors string accordingly, and NO_ERROR otherwise.

get_log_density_gaussian

DISCLAIMER

This software is not adequatedly tested. It is recomended that results are checked independantly where appropriate.

AUTHOR

Ernesto Brau

DOCUMENTER