mvn
Multivariate normal distribution clustering and utility functions.
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MVN_BREGMANCENTROID_GEODESIC Computes an arbitrary weighted KL centroid on the geodesic linking between two sided centroids c1 and c2.
MVN_BREGMANCENTROID_KL_LEFT Compute the left sided Kullback-Leibler (KL) centroid given mvn models.
MVN_BREGMANCENTROID_RIGHT Compute the right centroid given mvn models ("center of mass").
MVN_BREGMANCENTROID_SKL Compute the symmetric Kullback-Leibler (KL) centroid given mvn models.
MVN_DIV_BC Compute the Bhattacharyya coefficient between two multivariate normals.
MVN_DIV_JS Compute the Jensen-Shannon (JS) divergence between two multivariate normals.
MVN_DIV_KL Compute the Kullback-Leibler (KL) divergence.
MVN_DIV_SKL Compute the symmetric Kullback-Leibler (KL) divergence.
MVN_DIVMAT Compute a distance/divergence matrix using the specified MODELS and the given divergence T.
MVN_ENTROPY Compute the Entropy of the given multivariate normal.
MVN_FN2CLASS
MVN_ISMETRIC Analyzes the distance matrix D and returns the percentage of triples fulfilling the triangle inequality.
MVN_KMEANS Compute K-Means clustering on the given mvn models in respect to the given divergence.
MVN_KNNCLASS
MVN_NEW Initialize a mvn struct
MVN_SOM_SKL Computes a NxN SOM using the MVN models and the Symmetric Kullback-Leibler divergence.
MVN_TEST Load a testcollection and prepare for using with the mvn functions.
MVN_TRACEPROD Compute Matrix trace of the matrix product of two symmetric matrices a and b.
MVN_VERSION
Package: mvn
