www.pudn.com > HMM1.zip > matrix_T_pdf.m

function p = matrix_T_pdf(A, M, V, K, n) 
% MATRIX_T_PDF Evaluate the density of a matrix under a Matrix-T distribution 
% p = matrix_T_pdf(A, M, V, K, n) 
 
% See "Bayesian Linear Regression", T. Minka, MIT Tech Report, 2001 
 
[d m] = size(K); 
is = 1:d; 
c1 = prod(gamma((n+1-is)/2)) / prod(gamma((n-m+1-is)/2)); 
c2 = det(K)^(d/2) / det(pi*V)^(m/2); %% pi or 2pi? 
p = c1 * c2 * det((A-M)'*inv(V)*(A-M)*K + eye(m))^(-n/2);