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％ EM algorithm for k multidimensional Gaussian mixture estimation ％ ％ Inputs: ％ X(n,d) - input da

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％ EM algorithm for k multidimensional Gaussian mixture estimation ％ ％ Inputs: ％ X(n,d) - input data, n=number of observations, d=dimension of variable ％ k - maximum number of Gaussian components allowed ％ ltol - percentage of the log likelihood difference between 2 iterations ([] for none) ％ maxiter - maximum number of iteration allowed ([] for none) ％ pflag - 1 for plotting GM for 1D or 2D cases only, 0 otherwise ([] for none) ％ Init - structure of initial W, M, V: Init.W, Init.M, Init.V ([] for none) ％ ％ Ouputs: ％ W(1,k) - estimated weights of GM ％ M(d,k) - estimated mean vectors of GM ％ V(d,d,k) - estimated covariance matrices of GM ％ L - log likelihood of estimates ％

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