gcop::Gmm< _n > Class Template Reference

#include <gmm.h>

List of all members.

Public Types
typedef Matrix< double, _n, 1 >	Vectornd
typedef Matrix< double, _n, _n >	Matrixnd
Public Member Functions
	Gmm (int n, int k=1)
virtual	~Gmm ()
bool	Update ()
double	L (const Vectornd &x) const
double	Sample (Vectornd &x)
void	Init (const Vectornd &xlb, const Vectornd &xub)
void	Fit (const vector< pair< Vectornd, double > > &xps, double a=1, int iter=50, const Matrixnd *S=0)
Public Attributes
int	k
	number of mixture components
vector< Normal< _n > >	ns
	normal distribution for each component
vector< double >	ws
	component weights
vector< double >	cdf
	CDF.
double	tol
Protected Attributes
Vectornd	t2
Matrixnd	t3

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Detailed Description

template<int _n = Dynamic>
class gcop::Gmm< _n >

Gaussian mixture model

Author: Marin Kobilarov marin(at)jhu.edu

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Member Typedef Documentation

template<int _n = Dynamic>

typedef Matrix<double, _n, _n> gcop::Gmm< _n >::Matrixnd

template<int _n = Dynamic>

typedef Matrix<double, _n, 1> gcop::Gmm< _n >::Vectornd

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Constructor & Destructor Documentation

template<int _n>

gcop::Gmm< _n >::Gmm	(	int	n,
		int	k = 1
	)

Construct a GMM with dimension n and k clusters

Parameters:

n	dimension k number of modes

References gcop::Gmm< _n >::cdf, gcop::Gmm< _n >::k, gcop::Gmm< _n >::ns, gcop::Gmm< _n >::t2, gcop::Gmm< _n >::t3, gcop::Gmm< _n >::tol, and gcop::Gmm< _n >::ws.

template<int _n>

gcop::Gmm< _n >::~Gmm

(

)

[virtual]

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Member Function Documentation

template<int _n>

void gcop::Gmm< _n >::Fit	(	const vector< pair< Vectornd, double > > &	xps,
		double	a = 1,
		int	iter = 50,
		const Matrixnd *	S = 0
	)

Fit a GMM to data

Parameters:

xps	data (pairs of vectors and weights), weights should add to one
a	smoothing factor for updating the parameter v according to [ v_new = a*v_est + (1-a)*v_old ]; it set to 1 by default
iter	maximum number of EM iterations (only applies for multiple mixtures)
S	use additional noise matrix during EM for stability

template<int _n>

void gcop::Gmm< _n >::Init	(	const Vectornd &	xlb,
		const Vectornd &	xub
	)

template<int _n>

double gcop::Gmm< _n >::L

(

const Vectornd &

x

)

const

template<int _n>

double gcop::Gmm< _n >::Sample

(

Vectornd &

x

)

template<int _n>

bool gcop::Gmm< _n >::Update

(

)

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Member Data Documentation

template<int _n = Dynamic>

vector<double> gcop::Gmm< _n >::cdf

CDF.

Referenced by gcop::Gmm< _n >::Gmm().

template<int _n = Dynamic>

int gcop::Gmm< _n >::k

number of mixture components

Referenced by gcop::Gmm< _n >::Gmm().

template<int _n = Dynamic>

vector<Normal<_n> > gcop::Gmm< _n >::ns

normal distribution for each component

Referenced by gcop::Gmm< _n >::Gmm().

template<int _n = Dynamic>

Vectornd gcop::Gmm< _n >::t2 [protected]

Referenced by gcop::Gmm< _n >::Gmm().

template<int _n = Dynamic>

Matrixnd gcop::Gmm< _n >::t3 [protected]

Referenced by gcop::Gmm< _n >::Gmm().

template<int _n = Dynamic>

double gcop::Gmm< _n >::tol

Referenced by gcop::Gmm< _n >::Gmm().

template<int _n = Dynamic>

vector<double> gcop::Gmm< _n >::ws

component weights

Referenced by gcop::Gmm< _n >::Gmm().

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The documentation for this class was generated from the following file:

• lib/est/gmm.h