Directly computing pdf of distributions often leads to numerical underflow, especially when dealing with high dimensional data. Therefore, the pdf functions provided by Matlab is not very useful for real world problems.
This pack provides numerical stable pdf of popular distributions in log scale, which can be used as building blocks for probabilistic modeling.
Currently this package is now a part of the PRML toolbox (http://www.mathworks.com/matlabcentral/fileexchange/55826-pattern-recognition-and-machine-learning-toolbox).
Mo Chen (2021). Log Probability Density Function (PDF) (https://www.mathworks.com/matlabcentral/fileexchange/55831-log-probability-density-function-pdf), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform CompatibilityWindows macOS Linux
Inspired by: Pattern Recognition and Machine Learning Toolbox
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