％ EM algorithm for k multidimensional GAUSSIAN mixture estimation
％
％ Inputs:
％ X(n,d) - input data, n=number of observations, d=dimension of variable
％ k - maximum number of GAUSSIAN components allowed
％ ltol - percentage of the log likelihood difference between 2 iterations ([] for none)
％ maxiter - maximum number of iteration allowed ([] for none)
％ pflag - 1 for plotting GM for 1D or 2D cases only, 0 otherwise ([] for none)
％ Init - structure of initial W, M, V: Init.W, Init.M, Init.V ([] for none)
％
％ Ouputs:
％ W(1,k) - estimated weights of GM
％ M(d,k) - estimated mean vectors of GM
％ V(d,d,k) - estimated covariance matrices of GM
％ L - log likelihood of estimates
％
標簽：
multidimensional
estimation
algorithm
GAUSSIAN
上傳時間：
2013-12-03
上傳用戶：我們的船長
The "GEE! It s Simple" package illustrates GAUSSIAN elimination with partial pivoting, which produces a factorization of P*A into the product L*U where P is a permutation matrix, and L and U are lower and upper triangular, respectively.
The functions in this package are accurate, but they are far slower than their MATLAB equivalents (x=A\b, [L,U,p]=lu(A), and so on). They are presented here merely to illustrate and educate. "Real" production code should use backslash and lu, not this package.
標簽：
illustrates
elimination
GAUSSIAN
pivoting
上傳時間：
2016-11-09
上傳用戶：wang5829
