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Gaussian Mixture Models

Cluster based on Gaussian mixture models using the EM algorithm

Gaussian mixture models assign each observation to a cluster by maximizing the posterior probability that the data point belongs to its assigned cluster.

Functions

fitgmdistFit Gaussian mixture distribution to data
clusterConstruct clusters from Gaussian mixture distribution
posteriorPosterior probabilities of components

Classes

gmdistributionConstruct Gaussian mixture distribution

Examples and How To

Clustering Using Gaussian Mixture Models

Partition data into clusters with different sizes and correlation structures.

Concepts

Introduction to Cluster Analysis

Understand the basic types of cluster analysis.

Gaussian Mixture Models

Gaussian mixture models (GMM) are composed of k multivariate normal density components, where k is a positive integer.

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