GM_EM

代码说明：

  不错的GM_EM代码。用于聚类分析等方面。( GM_EM- fit a Gaussian mixture model to N points located in n-dimensional space. Note: This function requires the Statistical Toolbox and, if you wish to plot (for k = 2), the function error_ellipse Elementary usage: GM_EM(X,k)- fit a GMM to X, where X is N x n and k is the number of clusters. Algorithm follows steps outlined in Bishop (2009) Pattern Recognition and Machine Learning , Chapter 9. Additional inputs: bn_noise- allow for uniform background noise term ( T or F , default T ). If T , relevant classification uses the (k+1)th cluster reps- number of repetitions with different initial conditions (default = 10). Note: only the best fit (in a likelihood sense) is returned. max_iters- maximum iteration number for EM algorithm (default = 100) tol- tolerance value (default = 0.01) Outputs idx- classification/labelling of data in X mu- GM centres)