fHaario3.m 172 Bytes
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function f=fHaario3(x)
% from Haario et al. Comp Stat. 1999
N = size(x,2);
C=eye(N,N);
C(1,1)=100;
b=0.03;
x=x';
x(2,1)=x(2,1)+b*x(1,1)^2-100*b;
f = mvnpdf(x,zeros(N,1),C);