Hi All,
Could someone with access to Matlab port this function to python please?
function [ Y ] = gaussianCnd( rho, U, m )
X = norminv(U(:, 1:m-1));
y = norminv(U(:, m));
irho = inv(rho);
add = irho(m,m);
edges = X * (irho(1:m-1,m) + irho(m,1:m-1)');
H = sqrt(add) * y + edges / (2 * sqrt(add));
subA = sum((X * irho(1:m-1,1:m-1)) .* X, 2);
A = subA - edges.^2 / (4 * add);
t1 = exp(-0.5 * A) .* normcdf(H);
t2 = (2*pi)^(0.5 * (m-1)) * det(rho)^0.5 * sqrt(add);
N = t1 ./ t2;
D = mvnpdf( X, 0, rho(1:m-1,1:m-1) );
Y = N ./ D;
end Best regards,
Aqua
