gmm-make {stochmod} | R Documentation |
Generate an instance of GMM parameters.
GMM.make( K, p, mu=rep(0, p), sigma=diag(p) )
K |
Number of components |
p |
Dimensionality |
mu |
General center of the data being modeled |
sigma |
General orientation of the data being modeled |
Component centers are generated from a multivariate Normal distribution with the provided mean mu and covariance matrix sigma. Component covariance matrices are all set to the provided sigma. Prior distribution is uniform across all states.
A Gaussian Mixture Model defined by:
mu |
[K x p] matrix of component means |
sigma |
[K x p x p] array of component covariance matrices |
pi |
[K x 1] vector of mixture coefficients |
Artem Sokolov Artem.Sokolov@gmail.com