I have a problem where I am attempting to estimate an underlying bivariate normal distribution (aka- want an estimate of the pdf. My final result I'll want is the 2x2 covariance matrix, but if I get the data in any other form, I'm fine converting it myself). But what I have, instead of a series of points, is a grid of pdf values. So, I want to fit those probability density values to a function.

I feel like I can write this myself, but I also feel like MATLAB might have something built in already? I know about fitgmdist but that seems to work on a sample of points, instead of on a sample of pdf values.

Does anyone know of a function that does this?