Hierarchical Maximium Likelihood (HML) Clustering

This is a hierarchical clustering approach using maximum likelihood estimate.

function [CLUSTER] = HML(X,CLASS,var)
% Cluster = HML(X,class,var)
%
% Hierarchical Maximum Likelihood algorithm
%
% Input
% X: data of size N x d (where N = num of samples; and, d = dimension).
% class: (optional) if not specified then all classes from 1 to n will be
% produced. If class = k then samples will be classified into k
% clusters only. A range of values of class can also be provided.
%
% var: To hide plots put var = 0. Default value is 1.
%
% Ref. Sharma et al., Hierachical maximum likelihood clustering approach,
% IEEE Transaction on Biomedical Engineering, 2016