This is a c++ implementation of the Expectation-Maximization algorithm.

Example usage:

// Initialize the models
std::vector<Model*> models(2);

for(unsigned int i = 0; i < models.size(); i++)
{
  Model* model = new GaussianModel(dimensionality);
  models[i] = model;
}

MixtureModel mixtureModel;
mixtureModel.SetModels(models);
ExpectationMaximization expectationMaximization;
expectationMaximization.SetData(data);
expectationMaximization.SetModels(models);
expectationMaximization.SetMinChange(1e-5);
expectationMaximization.SetMaxIterations(100);
expectationMaximization.Compute();