mlpack: GMM fitting

mlpack::gmm::Estimate() estimates the probability distribution directly from the given observations, using the given algorithm in the FittingType class to fit the data. The fitting will be performed ‘trials’ times; from these trials, the model with the greatest log-likelihood will be selected. By default, only one trial is performed. The log-likelihood of the best fitting is returned.

template<typename FittingType = EMFit<>>
double mlpack::gmm::GMM< FittingType >::Estimate(
 	const arma::mat &  	observations,   // Observations of the model.
	const size_t trials = 1,            // Number of trials to perform; the model in these trials with the greatest log-likelihood will be selected.
	const bool useExistingModel = false	// If true, the existing model is used as an initial model for the estimation.  
)

taking into account the probability of each observation actually being from this distribution

template<typename FittingType = EMFit<>>
double mlpack::gmm::GMM< FittingType >::Estimate(
 	const arma::mat &  	observations,   // Observations of the model.
	const arma::vec &  	probabilities,  // Probability of each observation being from this distribution.
	const size_t trials = 1,            // Number of trials to perform; the model in these trials with the greatest log-likelihood will be selected.
	const bool useExistingModel = false // If true, the existing model is used as an initial model for the estimation.	 
) 	
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