Gaussian Mixture Models. More...

Classes
class	DiagonalConstraint
	Force a covariance matrix to be diagonal. More...

class	DiagonalGMM
	A Diagonal Gaussian Mixture Model. More...

class	EigenvalueRatioConstraint
	Given a vector of eigenvalue ratios, ensure that the covariance matrix always has those eigenvalue ratios. More...

class	EMFit
	This class contains methods which can fit a GMM to observations using the EM algorithm. More...

class	GMM
	A Gaussian Mixture Model (GMM). More...

class	NoConstraint
	This class enforces no constraint on the covariance matrix. More...

class	PositiveDefiniteConstraint
	Given a covariance matrix, force the matrix to be positive definite. More...

Detailed Description

Gaussian Mixture Models.

Classes