gauss.py 文件源码

def get_gauss_pdf_value(x, mu, cov):
    p = len(mu)
    xs = x - mu
    covi = inv(cov)
    arg = -0.5 * (xs.T).dot(covi.dot(xs))

    # Normalization constant
    C = (((2.0 * np.pi)**p)*det(cov))**(-0.5)

    prob = C * np.exp(arg)
    return prob