# normpdf2

## PURPOSE

Normal prob. density function (pdf) with arbitrary covariance matrix.

## SYNOPSIS

function ps = normpdf2( xs, m, C )

## DESCRIPTION

     Normal prob. density function (pdf) with arbitrary covariance matrix.

     Evaluate the multi-variate density with mean vector m and covariance
     matrix C for the input vector xs.  Assumes that the N datapoints are d
     dimensional.  Then m is dx1 or 1xd, C is dxd, and xs is dxN or NxD where
     N is the number of samples to be evaluated.

     USAGE
      ps = normpdf2( xs, m, C )

     INPUTS
      xs  - points to evaluated (Nxd or dxN)
      m   - mean vector (dx1 or 1xd)
      C   - Covariance matrix (dxd)

     OUTPUTS
      ps  - probability density at each x (Nx1)

     EXAMPLE
      ps = normpdf2( randn(10,2), [0 0], eye(2) )

     See also NORMPDF

     Piotr's Image&Video Toolbox      Version 2.30
     Copyright 2012 Piotr Dollar.  [pdollar-at-caltech.edu]
     Please email me if you find bugs, or have suggestions or questions!
     Licensed under the Simplified BSD License [see external/bsd.txt]