Log Multivariate Normal Distribution Function

outputs log likelihood array for series of observations x where x_n ~ N(mu,Sigma)

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Takes series of multivariate observations and computes the log likelihood of each of those observations for a Gaussian with mean mu and covariance Sigma.

Cite As

Benjamin Dichter (2026). Log Multivariate Normal Distribution Function (https://in.mathworks.com/matlabcentral/fileexchange/34064-log-multivariate-normal-distribution-function), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0