gmm-make {stochmod}R Documentation

Gaussian Mixture Models

Description

Generate an instance of GMM parameters.

Usage

GMM.make( K, p, mu=rep(0, p), sigma=diag(p) )

Arguments

K Number of components
p Dimensionality
mu General center of the data being modeled
sigma General orientation of the data being modeled

Details

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.

Value

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

Author(s)

Artem Sokolov Artem.Sokolov@gmail.com


[Package stochmod version 1.2 Index]