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+<html>
+<head>
+<title>
+Netlab Reference Manual gmmem
+</title>
+</head>
+<body>
+<H1> gmmem
+</H1>
+<h2>
+Purpose
+</h2>
+EM algorithm for Gaussian mixture model.
+
+<p><h2>
+Synopsis
+</h2>
+<PRE>
+
+[mix, options, errlog] = gmmem(mix, x, options)
+</PRE>
+
+
+<p><h2>
+Description
+</h2>
+<CODE>[mix, options, errlog] = gmmem(mix, x, options)</CODE> uses the Expectation
+Maximization algorithm of Dempster et al. to estimate the parameters of
+a Gaussian mixture model defined by a data structure <CODE>mix</CODE>.
+The matrix <CODE>x</CODE> represents the data whose expectation
+is maximized, with each row corresponding to a vector.
+  
+The optional parameters have the following interpretations.
+
+<p><CODE>options(1)</CODE> is set to 1 to display error values; also logs error 
+values in the return argument <CODE>errlog</CODE>.
+If <CODE>options(1)</CODE> is set to 0,
+then only warning messages are displayed.  If <CODE>options(1)</CODE> is -1,
+then nothing is displayed.
+
+<p><CODE>options(3)</CODE> is a measure of the absolute precision required of the error
+function at the solution. If the change in log likelihood between two steps of
+the EM algorithm is less than this value, then the function terminates.
+
+<p><CODE>options(5)</CODE> is set to 1 if a covariance matrix is reset to its
+original value when any of its singular values are too small (less
+than MIN_COVAR which has the value eps).  
+With the default value of 0 no action is taken.
+
+<p><CODE>options(14)</CODE> is the maximum number of iterations; default 100.
+
+<p>The optional return value <CODE>options</CODE> contains the final error value 
+(i.e. data log likelihood) in
+<CODE>options(8)</CODE>.  
+
+<p><h2>
+Examples
+</h2>
+The following code fragment sets up a Gaussian mixture model, initialises
+the parameters from the data, sets the options and trains the model.
+<PRE>
+
+mix = gmm(inputdim, ncentres, 'full');
+
+<p>options = foptions;
+options(14) = 5;
+mix = gmminit(mix, data, options);
+
+<p>options(1)  = 1;		% Prints out error values.
+options(14) = 30;		% Max. number of iterations.
+
+<p>mix = gmmem(mix, data, options);
+</PRE>
+
+
+<p><h2>
+See Also
+</h2>
+<CODE><a href="gmm.htm">gmm</a></CODE>, <CODE><a href="gmminit.htm">gmminit</a></CODE><hr>
+<b>Pages:</b>
+<a href="index.htm">Index</a>
+<hr>
+<p>Copyright (c) Ian T Nabney (1996-9)
+
+
+</body>
+</html>
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