NAME

mv_ind_gaussian_pdf - Evaluates the multivariate element-wise independent Gaussian pdf

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 mv_ind_gaussian_pdf
(
	double *pdf,
	const Vector *x,
	const Vector *mean,
	const Vector *vars
);

DESCRIPTION

This function computes the value of f(x), where f is the multivariate Gaussian pdf with mean 'mean' and covariance matrix diag[vars].

RETURNS

ERROR on error; NO_ERROR otherwise

RELATED

gaussian_pdf, mv_std_gaussian_pdf, mv_gaussian_pdf

DISCLAIMER

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

AUTHOR

Ernesto Brau

DOCUMENTER

Ernesto Brau

SEE ALSO

get_general_sv_gauss_random_matrix , get_gauss_random_matrix , get_gauss_random_matrix_2 , get_gauss_random_vector , get_gauss_random_vector_2 , get_lookup_gauss_random_vector , gauss_rand , gauss_rand_2 , lookup_gauss_rand , gaussian_rand , mv_std_gaussian_rand , mv_ind_gaussian_rand , mv_gaussian_rand , gaussian_pdf , mv_std_gaussian_pdf , mv_gaussian_pdf , gaussian_log_pdf , mv_std_gaussian_log_pdf , mv_ind_gaussian_log_pdf , mv_gaussian_log_pdf , get_general_gauss_random_vector , get_density_gaussian , get_log_density_gaussian , log_gaussian_pdf , gaussian_rand_with_limits