File: itstat.h

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/*!
 * \file
 * \brief Include file for the IT++ statistics module
 * \author Adam Piatyszek and Conrad Sanderson
 *
 * -------------------------------------------------------------------------
 *
 * IT++ - C++ library of mathematical, signal processing, speech processing,
 *        and communications classes and functions
 *
 * Copyright (C) 1995-2008  (see AUTHORS file for a list of contributors)
 *
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or
 * (at your option) any later version.
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
 *
 * -------------------------------------------------------------------------
 */

#ifndef ITSTAT_H
#define ITSTAT_H

/*!
 * \defgroup stat Statistics Module
 * @{
 */

//! \defgroup histogram Histogram
//! \defgroup statistics Miscellaneous Statistics Functions

/*! \defgroup MOG Mixture of Gaussians (MOG)
    \brief Classes and functions for modelling multivariate data as a Mixture of Gaussians
    \author Conrad Sanderson

    The following example shows how to model data:
    \code
    Array<vec> X;
    // ... fill X with vectors ...
    int K = 3;     // specify the number of Gaussians
    int D = 10;    // specify the dimensionality of vectors
    MOG_diag model(K,D);
    MOG_diag_kmeans(model, X, 10, 0.5, true, true); // initial optimisation using 10 iterations of k-means
    MOG_diag_ML(model, X, 10, 0.0, 0.0, true);      // final optimisation using 10 iterations of ML version of EM
    double avg = model.avg_log_lhood(X);            // find the average log likelihood of X
    \endcode

    See also the tutorial section for a more elaborate example.
*/

/*!
 * @}
 */


#include <itpp/itbase.h>
#include <itpp/stat/histogram.h>
#include <itpp/stat/misc_stat.h>
#include <itpp/stat/mog_generic.h>
#include <itpp/stat/mog_diag.h>
#include <itpp/stat/mog_diag_kmeans.h>
#include <itpp/stat/mog_diag_em.h>

#endif // #ifndef ITSTAT_H