Fit a Gaussian mixture model with k components to data. Each row of data is a data sample. Each column is a variable.
Optional parameters are:
For ’randSample’, ’plus’ and ’cluster’, the initial variance of each component is the variance of the entire data sample.
If a row of data is used to represent samples that are similar but not identical, then the second column of weight indicates the variance of those original samples. Specifically, in the EM algorithm, the contribution of row i towards the variance is set to at least weight(i,2), to prevent spurious components with zero variance.
See also: gmdistribution, kmeans.
Package: statistics