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Daniil Kocharov

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16 Feb 2010 EM algorithm for Gaussian mixture model EM algorithm for Gaussian mixture. Works on arbitray dimensions with high speed and precision. Author: Mo Chen

Sorry for asking such a silly question:
I got an error trying to use 1d data.
Error using ==> loggausspdf at 7 ERROR: sigma is not SPD.
Error in ==> emgmm>expectation at 68
R(i,:) = loggausspdf(X,mu(:,i),Sigma(:,:,i));
I think that's because Sigma is:
Sigma(:,:,1) = NaN
Sigma(:,:,2) = NaN
Sigma(:,:,3) = 7.0826e-005
But why is it NaN I cannot understand, or is there anything else wrong?
Thanks.

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