EM for HMM Multivariate Gaussian processes: mexme_em_ghmm.m - File Exchange

Code covered by the BSD License

from EM for HMM Multivariate Gaussian processes by Sebastien PARIS
A fast implementation of the EM Algorithm for HMM Multivariate Gaussian Mixture

mexme_em_ghmm.m
echo on mex em_ghmm.c mex -Dbetanormalize forward_backward.c mex likelihood_mvgm.c mex ndellipse.c mex -DranSHR3 sample_ghmm.c echo off