Gaussian-Mixture-Models
The Gaussian Mixture Models app can be used to fit Gaussian mixture model using EM method, estimate parameters in the distribution, calculate probability density function and classify test data by posterior probability. It can also find the best model by BIC. It can create several graphs including histogram, probability density function plot, cumulative distribution function plot, Q-Q plot, contour plot and confidence region plot according to the number of variables for input data.
In this example, we will show how to use Gaussian Mixture Models App to fit Gaussian mixture model with three components and classify input data into three groups.