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/* NAME: gmm.h PURPOSE: A class that implements a 1-dimensional Gaussian Mixture Model fit with the EM algorithm PLATFORM: Tested in 2013 on a MacPro running OSX 10.8.2, but it should be platform independent as long as GSL is available. DEPENDENCIES: Requires GNU GSL, which can be found at <http://www.gnu.org/software/gsl/>. When compiling, use the flags -lgsl -lgslcblas or $(LIB_PATH)/libgsl.a $(LIB_PATH)/libgslcblas.a USAGE: The class object contains all the machinery to do a GMM estimation with the EM algorithm. Upon instantiation, GMM will require the following: n : number of Gaussians to use a : array of initial guesses for the mixture coefficients mean : array of intial guesses for the means var : array of initial guesses for the variances Optional parameters: maxIter : maximum number of iterations of the EM algorithm, default 250 p : desired precision stopping condition, default 1e-5 v : if true, will output progress of each step of EM algorithm, default true To run the EM algorithm, call GMM::estimate(double *data, int dataSize) Example: GMM gmm(n,a,mean,var); gmm.estimate(data,dataSize); Copyright (C) 2013 Zachary A Szpiech (email@example.com) This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program. If not, see <http://www.gnu.org/licenses/>. */