em-gaussian

Python code for Expectation-Maximization estimate of Gaussian mixture model

Final parameters for example:

lambda       mu1       mu2                sig1                sig2
0   0.495  4.852624  0.085936  [1.73146140597, 0]  [1.58951132132, 0]
1   0.505 -0.006998  4.992721  [0, 1.11931804165]  [0, 1.91666943891]