NAG Library Manual, Mark 30.1
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NAG CL Interface Introduction
Example description

nag_mv_gaussian_mixture_ld (g03gbc) Example Program Results

First call to nag_mv_gaussian_mixture_ld was successful

 Mixing proportions
         1       2
 1   0.4798  0.5202
 
 Group means
            1          2
 1      4.0041     3.3350
 2      3.9949     3.4434
 3      5.5894     4.9870
 4      5.4432     5.3602
 
 Pooled Variance-covariance matrix
            1          2          3          4
 1      0.4539     0.2891     0.6075     0.3413
 2      0.2891     0.2048     0.4101     0.2490
 3      0.6075     0.4101     1.0648     0.6011
 4      0.3413     0.2490     0.6011     0.3759
 
 Densities
               1            2
  1    2.5836e-01   1.1853e-02
  2    3.7065e-07   1.1241e-01
  3    5.3069e-03   1.8080e-06
  4    4.2461e-01   2.8584e-05
  5    5.0387e-02   1.1544e+00
  6    1.1260e+00   7.2224e-02
  7    2.0911e+00   2.1224e-02
  8    5.7856e-03   1.3227e+00
  9    1.1609e+00   2.9411e-02
 10    8.9826e-02   2.4260e-05
 11    3.0170e-01   1.0106e+00
 12    1.2930e+00   3.5422e-01
 13    2.8644e-02   6.7851e-07
 14    2.0759e-02   3.1690e+00
 15    7.6461e-02   1.5231e+00
 16    3.0279e-04   8.4017e-01
 17    5.6101e-01   4.6699e-05
 18    2.6573e-05   6.4442e-01
 19    2.1250e+00   5.1006e-02
 20    8.6822e-04   2.7626e+00
 21    1.9223e-01   2.3971e+00
 22    1.2469e-02   2.8179e+00
 23    1.8389e-02   5.3572e-01
 24    1.2409e+00   9.6489e-03
 25    2.1037e-05   4.8674e-02
 
 Membership probabilities
               1            2
  1    9.5018e-01   4.9823e-02
  2    3.3259e-06   1.0000e+00
  3    9.9961e-01   3.8664e-04
  4    9.9992e-01   7.9913e-05
  5    3.8999e-02   9.6100e-01
  6    9.3270e-01   6.7295e-02
  7    9.8881e-01   1.1190e-02
  8    4.1252e-03   9.9587e-01
  9    9.7252e-01   2.7479e-02
 10    9.9969e-01   3.0805e-04
 11    2.1722e-01   7.8278e-01
 12    7.6938e-01   2.3062e-01
 13    9.9997e-01   2.6937e-05
 14    6.1133e-03   9.9389e-01
 15    4.4189e-02   9.5581e-01
 16    3.5006e-04   9.9965e-01
 17    9.9990e-01   9.7029e-05
 18    4.0270e-05   9.9996e-01
 19    9.7380e-01   2.6202e-02
 20    3.0204e-04   9.9970e-01
 21    6.9471e-02   9.3053e-01
 22    4.1603e-03   9.9584e-01
 23    3.0839e-02   9.6916e-01
 24    9.9116e-01   8.8421e-03
 25    4.1534e-04   9.9958e-01

No. iterations: 14
Log-likelihood: -29.6831