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EM_GM

于 2008-04-27 发布 文件大小:3KB
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代码说明:

  % 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 %( 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)

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