/// <summary>
/// Divides the input data into K clusters modeling each
/// cluster as a multivariate Gaussian distribution.
/// </summary>
public double Compute(double[][] data, GaussianMixtureModelOptions options)
{
if (data == null)
{
throw new ArgumentNullException("data");
}
int components = this.clusters.Count;
if (model == null)
{
// TODO: Perform K-Means multiple times to avoid
// a poor Gaussian Mixture model initialization.
double error = Initialize(data, options.Threshold);
}
// Fit a multivariate Gaussian distribution
var mixtureOptions = new MixtureOptions()
{
Threshold = options.Threshold,
InnerOptions = options.NormalOptions,
};
model.Fit(data, mixtureOptions);
// Return the log-likelihood as a measure of goodness-of-fit
return(model.LogLikelihood(data));
}
