vbnigmm

Variational Bayes algorithm for Normal Inverse Gaussian Mixture Models

Installation

The package can be build using poetry and installed using pip:

pip install vbnigmm

Examples

If you want to apply vbnigmm to your data, you can run the following code:

from vbnigmm import NormalInverseGaussMixture as Model

# x is numpy.ndarray of 2D

model = Model()
model.fit(x)
label = model.predict(x)

Citation

If you use vbnigmm in a scientific paper, please consider citing the following paper:

Takashi Takekawa, Clustering of non-Gaussian data by variational Bayes for normal inverse Gaussian mixture models. arXiv preprint arXiv:2009.06002 (2020).