gaussian

% 
% GAUSSIAN - calculates the probability density for an outcome
%            given gaussian/normal distribution
%
% function desnsity = gaussian(x, ev, sd)
%
% return density: the distribution density in the elements of x
% param x: x is a scalar or a row vector of outcomes
% param ev: expected value of gaussian distribution 
% param sd: standard deviation of gaussian distribution 
%
% AUTHOR  Ronnie Johansson
% CREATED 2004-02-11
% ALTERED

0001 %%
0002 %% GAUSSIAN - calculates the probability density for an outcome
0003 %%            given gaussian/normal distribution
0004 %%
0005 %% function desnsity = gaussian(x, ev, sd)
0006 %%
0007 %% return density: the distribution density in the elements of x
0008 %% param x: x is a scalar or a row vector of outcomes
0009 %% param ev: expected value of gaussian distribution
0010 %% param sd: standard deviation of gaussian distribution
0011 %%
0012 %% AUTHOR  Ronnie Johansson
0013 %% CREATED 2004-02-11
0014 %% ALTERED
0015 
0016 
0017 function density = gaussian(x, ev, sd)
0018 [row, no_of_x] = size(x);
0019 % row should be equal to one
0020 
0021 density = [];
0022 for i=1:no_of_x     % calculate gaussian density for each element in x
0023   density = [density ...
0024          1/(sd * sqrt(2*pi)) * exp( -(x(i) - ev)^2/(2 * sd^2) )];
0025 end