diff options
Diffstat (limited to 'sourcecodes/bnt-master/KPMstats/marginalize_gaussian.m')
| -rw-r--r-- | sourcecodes/bnt-master/KPMstats/marginalize_gaussian.m | 7 |
1 files changed, 7 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/KPMstats/marginalize_gaussian.m b/sourcecodes/bnt-master/KPMstats/marginalize_gaussian.m new file mode 100644 index 00000000..7f347f48 --- /dev/null +++ b/sourcecodes/bnt-master/KPMstats/marginalize_gaussian.m @@ -0,0 +1,7 @@ +function [muX, SXX] = marginalize_gaussian(mu, Sigma, X, Y, ns) +% MARGINALIZE_GAUSSIAN Compute Pr(X) from Pr(X,Y) where X and Y are jointly Gaussian. +% [muX, SXX] = marginalize_gaussian(mu, Sigma, X, Y, ns) + +[muX, muY, SXX, SXY, SYX, SYY] = partition_matrix_vec(mu, Sigma, X, Y, ns); + + |