matlab gmdistribution.fit,gmdistribution.fit使用

link:http://www.mbfys.ru.nl/~robvdw/CNP04/LAB_ASSIGMENTS/LAB05_CN05/MATLAB2007b

/stats/@gmdistribution/fit.m源文件

%FIT Fit data to Gaussian mixture model

% G = GMDISTRIBUTION.FIT(X,K) creates an object G containing maximum

% likelihood estimates of the parameters in a Gaussian mixture model with

% K components for the data in X. X is an N-by-D matrix. Rows of X

% correspond to points; columns correspond to variables. The

% estimation uses the Expectation Maximization (EM) algorithm.

%

% GMDISTRIBUTION treats NaNs as missing data. Rows of X with NaNs are

% excluded from the fit.

%

% G = GMDISTRIBUTION.FIT(...,'PARAM1',val1,'PARAM2',val2,...)

% provides more control over the iterative EM algorithm. Parameters

% and values are listed below.

%

% 'Start' Method used to choose initial component parameters.

% There are three choices:

%

% 'randSample' Select K observations from X at random as the

% initial component means. The mixing

% proportions are uniform. The initial

% covariance matrices for all clusters are

% diagonal, where the Jth element on the diagonal

% is the variance of X(:,J). This is the default.

%

% A structure array S containing the following fields:

%