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Infinite Gaussian mixture model in python (with Geweke tests)

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igmm

An infinite mixture model in python

Requires:

  • numpy
  • scipy
  • pandas
  • matplotlib
  • seaborn

Currently only support univariate normal datat under the Normal inverse-Gamma prior.

To run a clustering example:

$ python igmm.py

To run Geweke joint distribution tests:

$ python geweke.py

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Infinite Gaussian mixture model in python (with Geweke tests)

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