wolffd@0: This directory implements Cluster Weighted Regression, as described in wolffd@0: Neil Gershenfeld, "The nature of mathematical modelling", p182. wolffd@0: (See also http://www.media.mit.edu/physics/publications/books/nmm/files/index.html) wolffd@0: wolffd@0: Written by K. Murphy, 2 May 2003 wolffd@0: wolffd@0: The model is as follows: wolffd@0: wolffd@0: X<--| wolffd@0: | Q wolffd@0: v | wolffd@0: Y<-- wolffd@0: wolffd@0: where Q is a discrete latent mixture variable. wolffd@0: wolffd@0: A mixture of experts has an X->Q arc instead of a Q->X arc; wolffd@0: the X->Q arc is modelled by a softmax, which is slightly harder to fit than a wolffd@0: mixture of Gaussians. wolffd@0: wolffd@0: