From 19d958e779aeb6c142cc29856e2a3f45151284b8 Mon Sep 17 00:00:00 2001 From: Dahua Lin Date: Mon, 25 Feb 2013 15:54:18 -0600 Subject: [PATCH] Corrected logpdf for MultivariateNormal --- src/Distributions.jl | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/src/Distributions.jl b/src/Distributions.jl index 673243af4..c6430dc1b 100644 --- a/src/Distributions.jl +++ b/src/Distributions.jl @@ -1055,8 +1055,9 @@ function rand!(d::MultivariateNormal, X::Matrix) end function logpdf{T <: Real}(d::MultivariateNormal, x::Vector{T}) k = length(d.mean) - z = d.covchol.LR \ (x - d.mean) - return -0.5 * k * log(2.0pi) - sum(log(diag(d.covchol.LR))) - 0.5 * dot(z,z) + u = x - d.mean + z = d.covchol.LR \ u + return -0.5 * k * log(2.0pi) - sum(log(diag(d.covchol.LR))) - 0.5 * dot(u,z) end pdf{T <: Real}(d::MultivariateNormal, x::Vector{T}) = exp(logpdf(d, x)) function cdf{T <: Real}(d::MultivariateNormal, x::Vector{T})