Introduction - If you have any usage issues, please Google them yourself
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