loglikelihood.c

Fit a multivariate gaussian mixture by a cross-entropy method. Cross-Entropy is a powerfull tool to

/* loglikelihood.c 


  Compute the loglikelihood of mixture of Multivariate Gaussian pdf.


  usage: logl = loglikelihood(Z , mu , sigma , p); 


    where 

	     Z     : measure    (d x K x [s1] x ....x [sn])   
		 mu    : mean parameters (d x 1 x [v1] x ... x [vp])
         sigma : covariance parameters (d x d x [v1] x ... x [vp])
		 p     : weight parameters  (1 x 1 x [v1] x ... x [vp]), sum(p) = 1


    returns logl a ([s1] x ... x [sn] x [v1] x ... x [vp]) matrix.

  
		
  Author : S閎astien PARIS