C++ library/framework,API for Mixture models in machine learning

Question

I want to use Gaussian mixture models for data clustering ( using an expectation maximization (EM) algorithm, which assigns posterior probabilities to each component density with respect to each observation ) . Is there a c++ library which has Gaussian mixture models implemented alongwith sample dataset and examples?

Answer 1

Here is one C++ implementation. However I recommend coding from scratch if you are trying to learn. This is pretty easy with a decent matrix library. I have had good success with the Scythe Statistical Library.

It's easy to find sample datasets. The old faithful geyser dataset is a classic.