％ 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
