Template Function mrpt::math::normalPDF(const VECTORLIKE1&, const VECTORLIKE2&, const MATRIXLIKE&, const bool)

Function Documentation

template<class VECTORLIKE1, class VECTORLIKE2, class MATRIXLIKE>
MATRIXLIKE::Scalar mrpt::math::normalPDF(const VECTORLIKE1 &x, const VECTORLIKE2 &mu, const MATRIXLIKE &cov, const bool scaled_pdf = false)

Evaluates the multivariate normal (Gaussian) distribution at a given point “x”.

Parameters:

  • x – A vector or column or row matrix with the point at which to evaluate the pdf.

  • mu – A vector or column or row matrix with the Gaussian mean.

  • cov – The covariance matrix of the Gaussian.

  • scaled_pdf – If set to true, the PDF will be scaled to be in the range [0,1], in contrast to its integral from [-inf,+inf] being 1.