|Cumulative distribution function for Gaussian mixture distribution|
|Construct clusters from Gaussian mixture distribution|
|Mahalanobis distance to Gaussian mixture component|
|Probability density function for Gaussian mixture distribution|
|Posterior probability of Gaussian mixture component|
|Random variate from Gaussian mixture distribution|
Partition data into clusters with different sizes and correlation structures.
Implement hard clustering on simulated data from a mixture of Gaussian distributions.
Implement soft clustering on simulated data from a mixture of Gaussian distributions.
Determine the best Gaussian mixture model (GMM) fit by adjusting the number of components and the component covariance matrix structure.