Java-Scheme Laboratory

public class GaussianStatsOnline
extends GaussianStats

Similar to GaussianStats: Collect statistics about a vector: accumulates sums and sums of products, then computes mean and covariance. This is NOT a model! Computing energies and probabilities directly from the first and second moments is horrible, since you need the inverse of the covariance matrix. You could, however, use this to train a Gaussian model. BUT uses a moving average with a learning rate to track changes