ClusterDiagGaussian: Definition of the [ClusterDiagGaussian] class
Description
This class defines a diagonal Gaussian mixture Model.
Arguments
Slots
component
A [ClusterDiagGaussianComponent] with the
mean and standard deviation of the diagonal mixture model.
Author
Serge Iovleff
Details
This class inherits from the [IClusterModel] class.
A diagonal gaussian model is a mixture model of the form:
$$
f({x}|\boldsymbol{\theta})
=\sum_{k=1}^K p_k \prod_{j=1}^d \phi(x_j;\mu_{jk},\sigma^2_{jk})
\quad x \in {R}^d.
$$
Some constraints can be added to the variances in order to reduce the number
of parameters.