Compute log N(x_i | mu, sigma)
(x_i, mu, sigma)
| 14 | |
| 15 | |
| 16 | def log_gaussian_pdf(x_i, mu, sigma): |
| 17 | """Compute log N(x_i | mu, sigma)""" |
| 18 | n = len(mu) |
| 19 | a = n * np.log(2 * np.pi) |
| 20 | _, b = np.linalg.slogdet(sigma) |
| 21 | |
| 22 | y = np.linalg.solve(sigma, x_i - mu) |
| 23 | c = np.dot(x_i - mu, y) |
| 24 | return -0.5 * (a + b + c) |
no outgoing calls
no test coverage detected