function p = multivariateGaussian(X, mu, Sigma2) %MULTIVARIATEGAUSSIAN Computes the probability density function of the %multivariate gaussian distribution. % p = MULTIVARIATEGAUSSIAN(X, mu, Sigma2) Computes the probability % density function of the examples X under the multivariate gaussian % distribution with parameters mu and Sigma2. If Sigma2 is a matrix, it is % treated as the covariance matrix. If Sigma2 is a vector, it is treated % as the \sigma^2 values of the variances in each dimension (a diagonal % covariance matrix) % k = length(mu); if (size(Sigma2, 2) == 1) || (size(Sigma2, 1) == 1) Sigma2 = diag(Sigma2); end X = bsxfun(@minus, X, mu(:)'); p = (2 * pi) ^ (- k / 2) * det(Sigma2) ^ (-0.5) * ... exp(-0.5 * sum(bsxfun(@times, X * pinv(Sigma2), X), 2)); end