function y = mnorm_lpdf(x,mu,sigma) %NORMPDF Multivariate-Normal log-probability density function (lpdf). % Y = MNORM_LPDF(X,MU,SIGMA) Returns the log of the multivariate-normal % pdf with mean, MU, and covariance matrix, SIGMA, at the values in X. % % Default values for MU and SIGMA are 0 and 1 respectively. if nargin < 3, sigma = 1; end if nargin < 2; mu = 0; end if nargin < 1, error('Requires at least one input argument.'); end [m,n]=size(x); if m~=1 error('Vector x must be 1xN.') end x=x-mu; y=-0.5*(sum(sum(inv(sigma).*(x'*x))) +log(det(sigma)) +log(2*pi)*n);