Multivariate gaussian mixture model optimization by cross entropy in matlab

The following Matlab project contains the source code and Matlab examples used for multivariate gaussian mixture model optimization by cross entropy. Fit a multivariate gaussian mixture by a cross-entropy method.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
ce_mvgm.m 13068
corr2cov.c 2626
cov2corr.c 2612
dirichlet_mle.c 7363
dirirnd.c 6068
license.txt 1315
loglike_mvgm.c 13410
mexme_ce_gauss.m 213
mvgmmpdf.c 12361
ndellipse.c 12111
randnt.c 14946
sample_gaussian_mixture.m 1786
sample_mvgm.c 20304
test_ce_mvgm.m 3005