Documentation API of the 'org.apache.commons.math3.distribution.fitting.MultivariateNormalMixtureExpectationMaximization' Java class

Class MultivariateNormalMixtureExpectationMaximization

  • public class MultivariateNormalMixtureExpectationMaximizationextends Object
    Expectation-Maximization algorithm for fitting the parameters of multivariate normal mixture model distributions. This implementation is pure original code based on EM Demystified: An Expectation-Maximization Tutorial by Yihua Chen and Maya R. Gupta, Department of Electrical Engineering, University of Washington, Seattle, WA 98195. It was verified using external tools like CRAN Mixtools (see the JUnit test cases) but it is not based on Mixtools code at all. The discussion of the origin of this class can be seen in the comments of the MATH-817 JIRA issue.

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