blob: dfe7695a0e0a24e80dc55e5cc2d7b515646ea82a (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
|
% STK_DISTRIB_LOGPDF_GRAD [STK internal]
%
% Trying to make things cleaner, until we finally develop an elegant system of
% probability distribution objects...
%
% INTERNAL FUNCTION WARNING:
%
% This function is currently considered as internal. Please be aware that
% API-breaking changes are likely to happen in future releases.
% Copyright Notice
%
% Copyright (C) 2016, 2018 CentraleSupelec
% Copyright (C) 2016 LNE
%
% Authors: Julien Bect <julien.bect@centralesupelec.fr>
% Remi Stroh <remi.stroh@lne.fr>
% Copying Permission Statement
%
% This file is part of
%
% STK: a Small (Matlab/Octave) Toolbox for Kriging
% (http://sourceforge.net/projects/kriging)
%
% STK is free software: you can redistribute it and/or modify it under
% the terms of the GNU General Public License as published by the Free
% Software Foundation, either version 3 of the License, or (at your
% option) any later version.
%
% STK is distributed in the hope that it will be useful, but WITHOUT
% ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
% or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
% License for more details.
%
% You should have received a copy of the GNU General Public License
% along with STK. If not, see <http://www.gnu.org/licenses/>.
function dlogpdf = stk_distrib_logpdf_grad (distrib, z)
delta = z - distrib.mean;
if isfield (distrib, 'invcov')
% We assume (but do not check) that .var is absent or compatible with invcov...
dlogpdf = - distrib.invcov * delta;
else % assume isfield (distrib, 'var')
dlogpdf = - distrib.var \ delta;
end
end % function
|