mmvn_toolkit

complete toolkit for generating, training, testing and viewing multidimensional gaussian mixtures

A toolkit for Gaussian mixtures.
flexible tools for:
Generating univariate, multivariate, or mixtures of gaussians
Interactive viewing tools allows viewing of multidimensional data and models. Initialize models, add and remove dimensions or clusters and inspect the fit in real-time.
Also includes tools to subset the data using model-based (pseudo-)metrics.
simple example of clustering
% generate 4 clusters in 2 dimensions
[X idx theta] = mmvn_gen( 1000, [0 5; 5 0; 5 5; 0 0] );

% fit data
Opt = mmvn_fit( X, 4, theta );

% plot data
scatter( X(:,1), X(:,2), [], idx, 'filled');
hold on;
% represent fits using ellipses
ellipse( Opt.M, Opt.V);

See mmvn_tutorial (included) for a walk-through of major functionality