source: proiecte/pmake3d/make3d_original/Make3dSingleImageStanford_version0.1/third_party/lightspeed/wishpdf.m @ 37

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1function p = wishpdf(varargin)
2%WISHPDF     Wishart probability density function.
3% WISHPDF(X,A) returns the density at X under a Wishart distribution with
4% shape parameter A and unit scale parameter. 
5% X is a positive definite matrix and A is scalar.
6% WISHPDF(X,A,B) specifies the scale parameter of the distribution (a
7% positive definite matrix with the same size as X).
8%
9% The probability density function has the form:
10% p(X) = |X|^(a-(d+1)/2)*exp(-tr(X*B))*|B|^a/Gamma_d(a)
11% where Gamma_d is the multivariate Gamma function.
12%
13% WISHPDF(X,A,B,'inv') returns the density at X under an inverse Wishart
14% distribution.  The probability density function for an inverse Wishart is:
15% p(X) = |X|^(-a-(d+1)/2)*exp(-tr(inv(X)*B))*|B|^a/Gamma_d(a)
16
17% Written by Tom Minka
18% (c) Microsoft Corporation. All rights reserved.
19
20p = exp(wishpdfln(varargin{:}));
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