function [p] = spm_mvtpdf (x,mu,Lambda,v) % PDF of multivariate T-distribution % FORMAT [p] = spm_mvtpdf (x,mu,Lambda,v) % % x - ordinates [d x N] % mu - mean [d x 1] % Lambda - precision matrix [d x d] % v - degrees of freedom % % p - probability density % % See J. Bernardo and A. Smith (2000) % Bayesian Theory, Wiley (page 435) %__________________________________________________________________________ % Copyright (C) 2015 Wellcome Trust Centre for Neuroimaging % Will Penny % $Id: spm_mvtpdf.m 6548 2015-09-11 12:39:47Z will $ d=length(mu); lnz=gammaln(0.5*v)+0.5*d*log(v)+0.5*d*log(pi); lnz=lnz-0.5*spm_logdet(Lambda)-gammaln(0.5*(v+d)); z=exp(lnz); N=size(x,2); for n=1:N, e=x(:,n)-mu; p(n)=(1+(1/v)*e'*Lambda*e).^(-0.5*(v+d)); end p=p/z;