EM_alg_GMM: Robust EM Algorithm for Gaussian Mixture Models.

In AmIACommonGuy/RobustEM: Robust Expectation Maximization Algorithm against Outliers

Robust EM Algorithm for Gaussian Mixture Models.

Description

Given the prespecified number of clusters, the algorithm will calculate the mean and covariance of each cluster. For complete examples check out the documentation for robustEM.

Usage

EM_alg_GMM(sampleMat, cluster, lambda = 10, inits)

Arguments

sampleMat	All the points in a matrix
cluster	Number of clusters
lambda	Regularization Parameter
inits	List of initial values, include: mean (a c*d matrix) Covariance (a list with c matrices of dimension d*d) proportion of clusters (a vector with c elements adding up to one)

Value

A list of results, include:

Updated mean vectors for each cluster

Updated covariances for each cluster

Probability of each point in each cluster(a cluster*n matrix)

Number of clusters (cluster)

Dimension (d)

Number of points (n)

AmIACommonGuy/RobustEM documentation built on April 24, 2022, 5:38 a.m.