Function File: GMdist = gmdistribution (mu, Sigma)

Function File: GMdist = gmdistribution (mu, Sigma, p)

Function File: GMdist = gmdistribution (mu, Sigma, p, extra)

Create an object of the gmdistribution class which represents a Gaussian mixture model with k components of n-dimensional Gaussians.

Input mu is a k-by-n matrix specifying the n-dimensional mean of each of the k components of the distribution.

Input Sigma is an array that specifies the variances of the distributions, in one of four forms depending on its dimension.

• n-by-n-by-k: Slice Sigma(:,:,i) is the variance of the i’th component
• 1-by-n-by-k: Slice diag(Sigma(1,:,i)) is the variance of the i’th component
• n-by-n: Sigma is the variance of every component
• 1-by-n-by-k: Slice diag(Sigma) is the variance of every component

If p is specified, it is a vector of length k specifying the proportion of each component. If it is omitted or empty, each component has an equal proportion.

Input extra is used by fitgmdist to indicate the parameters of the fitting process.

See also: fitgmdist.

Package: statistics