How to use

addCovariance

method

in

org.ddogleg.clustering.gmm.GaussianGmm_F64

mixture.get(j).addCovariance(dx, pp.weights.get(j));

mixture.get(j).addCovariance(dx, pp.weights.get(j));

@Test
public void addCovariance() {
  GaussianGmm_F64 g = new GaussianGmm_F64(3);
  g.setMean(new double[]{4,3,6});
  Equation eq = new Equation();
  eq.process("Q = zeros(3,3)");
  for (int i = 0; i < 5; i++) {
    DMatrixRMaj x = RandomMatrices_DDRM.rectangle(3,1,rand);
    eq.alias(x,"x",0.4+i*0.1,"w");
    eq.process("Q = Q + w*x*x'");
    g.addCovariance(x.data,0.4+i*0.1);
  }
  DMatrixRMaj Q = eq.lookupDDRM("Q");
  assertTrue(MatrixFeatures_DDRM.isIdentical(Q, g.covariance, 1e-8));
}