1-D Gaussian mixture model toolbox for MATLAB.
Matlab C
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README.md

gmm1 - 1-D Gaussian mixture model toolbox for MATLAB

A toolbox for computing with 1-D Gaussian mixture models (gmm1). This code is generally fast but there is space for further improvement (e.g., improved vectorization).

Contents:

  • gmm1cdf.m: gmm1 cumulative distribution function (cdf)
  • gmm1ent.m: gmm1 differential entropy (numerically estimated)
  • gmm1max.m: Find the global maximum (mode) of gmm1
  • gmm1max_n2.m: Find the global maximum (mode) of gmm1 with 2 components (faster than gmm1max.m)
  • gmm1moments.m: Central moments of gmm1 (mean, variance, skewness, excess kurtosis)
  • gmm1pdf.m: gmm1 probability density function (pdf)
  • gmm1prod.m: Product of two gmm1
  • gmm1rnd.m: Random draw from gmm1 (not optimal, needs recoding)
  • isgmm1.m: Returns true for a gmm1 struct

References:

This toolbox was created for and extensively used in the following publications (please consider citing them if you use this toolbox):

  • Acerbi, L., Vijayakumar, S. & Wolpert, D. M. (2014). On the Origins of Suboptimality in Human Probabilistic Inference, PLoS Computational Biology 10(6): e1003661.
  • Acerbi, L., Ma, W. J. & Vijayakumar, S. (2014). A Framework for Testing Identifiability of Bayesian Models of Perception, Proc. Advances in Neural Information Processing Systems (NIPS ’14), Montreal, Canada.