This function performs the model-based clustering: agglomerative clustering, EM, and calculating the BICS. It
only does the 9 basic models where we have closed-form updates for the covariance matrices. See the help file on
mbcfinmix for more informaiton on the model types.It returns the BESTMODEL based on the highest BIC.
DATA is a matrix of observations, one on each row.
MAXCLUS is the maximum number of clusters to look for.
The output variable ALLMODELS is a structure containing all of the models. For example, ALLMODElS(I) indicates the I-th model type (1-9) and CLUS(J) indicates the model for J clusters.
[BICS,BESTMODEL,ALLMODELS,Z,CLABS] = MBCLUST(DATA,MAXCLUS);
Model-Based Clustering Toolbox documentation.
Model-Based Clustering homepage.