Probability theory

Total kullback leibler (tkl) divergence between multivariate normal probability density functions. in matlab

The following Matlab project contains the source code and Matlab examples used for total kullback leibler (tkl) divergence between multivariate normal probability density functions. . This program implements the tKL between two multivariate normal probability density functions following the references:     Baba C.

Calculate the probability of a run or streak of k consecutive successes in n bernoulli trials. in matlab

The following Matlab project contains the source code and Matlab examples used for calculate the probability of a run or streak of k consecutive successes in n bernoulli trials. . % RESULT = PROBOFSTREAK(N, K, P) % Function to calculate the probability of getting a run or streak of K % consecutive successes in N Bernoulli trials with probability P.

Graphical Markov Models

Graphical Markov models (GMM) use graphs, either undirected, directed, or mixed, to represent multivariate dependences in a visual and computationally efficient manner. The following are Functions for analyzing and fitting Graphical Markov models.
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