Class TextbookMultivariateGaussianModelFactory

  • All Implemented Interfaces:
    EMClusterModelFactory<NumberVector,​EMModel>

    public class TextbookMultivariateGaussianModelFactory
    extends java.lang.Object
    implements EMClusterModelFactory<NumberVector,​EMModel>
    Factory for EM with multivariate Gaussian model, using the textbook algorithm. There is no reason to use this in practice, it is only useful to study the reliability of the textbook approach.

    "Textbook" refers to the E[XY]-E[X]E[Y] equation for covariance, that is numerically not reliable with floating point math, but popular in textbooks.

    Again, do not use this. Always prefer MultivariateGaussianModelFactory.

    Since:
    0.7.5
    Author:
    Erich Schubert