gaussian-fit

Fit data with gaussian mixture by EM algorithm

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gaussian-fit
1.0.07 years ago7 years agoMinified + gzip package size for gaussian-fit in KB

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gaussian-fit unstable
Fit time/spectrum/other sequential data with a set of gaussians by expectation-maximization algoritm. gaussian-fit

Usage

npm install gaussian-fit ```js const fit = require('gaussian-fit') //time/frequency/etc series let data = 0, .1, .2, .5, .2, .1, 0 let how = {
//predefined components, each one is object {weight, mean, variance}
//if null - the components will be detected automatically
components: null,
//max number of components in case of auto-detection
maxNumber: 100,
//max number of iterations
maxIterations: 200,
//min difference of likelihood
tolerance: 1e-5,
} let components = fit(data, how) components.forEach({weight, mean, variance} => {
//every component is an object with weight, mean and variance properties
}) ```

fit(data, components?)

Also see webgl version gaussian-fit/gl for better performance.

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