Fit a multivariate gaussian mixture by a cross-entropy method. Cross-Entropy is a powerfull tool to achieve stochastic multi-extremum optimization.

ce_mvgm.m
corr2cov.c
corr2cov.dll
cov2corr.c
cov2corr.dll
dirichlet_mle.c
dirichlet_mle.dll
dirirnd.c
dirirnd.dll
loglikelihood.c
loglikelihood.dll
matrixjpl.c
matrixjpl.h
mvgmmpdf.c
mvgmmpdf.dll
mvgmmrnd.c
mvgmmrnd.dll
ndellipse.c
ndellipse.dll
randnt.c
randnt.dll
randomlib.c
randomlib.h
sample_gaussian_mixture.m
test_ce_mvgm.m

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