ClusterHeterogeneous: Definition of the [ClusterHeterogeneous] class
Description
This class defines an Heterogeneous mixture Model.
Arguments
Details
This class inherits from the [IClusterModelBase] class.
A diagonal gaussian model is a mixture model of the form:
$$f({x}|\boldsymbol{\theta})
=\sum_{k=1}^K p_k \prod_{j=1}^d \phi(x_j;\mu_{jk},\sigma^2_{jk})
\quad x \in {R}^d.$$