Copula Based Mixture Model

http://code.google.com/p/copula-mixture-model/

First submitted by Ashutosh Tewari on 3 Nov 2011

A tool for learning mixture models from multimodal continuous data with non-Gaussian modes.

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Date	Contributor	Description	Rating
3 Nov 2011	Ashutosh Tewari	The project creates a gmcdistribution (Gaussian Mixture Copula distribution) class similar to the gmdistribution (Gaussian Mixture distribution) class of the Matlab's stats toolbox. This class is intended for the characterization of multimodal datasets with non-Gaussian modes. Currently it implements the following methods: 1. fit (for fitting the distribution) 2. cluster (for clustering the datapoints given the learnt model). 3. random (for randomly sampling from the model) 4. pdf 5. cdf Please refer to the following paper for details: 'Parameteric Characterization of Multimodal Distribution with Non-Gassian Modes' A. Tewari et al. to be presented at OEDM workshop in ICDM 2011 (paper included in the package)

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Tag Activity

Tag	Applied By	Date/Time
gaussian copula	Ashutosh Tewari	3 Nov 2011 at 4:59pm
gaussian mixture models	Ashutosh Tewari	3 Nov 2011 at 4:59pm
multimodal distributions	Ashutosh Tewari	3 Nov 2011 at 4:59pm
mixture models	Ashutosh Tewari	3 Nov 2011 at 4:59pm
copula	Ashutosh Tewari	3 Nov 2011 at 4:59pm