navlie.utils.mixture.gaussian_mixing_vectorspace

navlie.utils.mixture.gaussian_mixing_vectorspace(weights: List[float], means: List[ndarray], covariances: List[ndarray])

Calculate the mean and covariance of a Gaussian mixture on a vectorspace.

Parameters:

• weights (List[Float]) – Weights corresponding to each Gaussian.

• means (List[np.ndarray]) – List containing the means of each Gaussian mixture

• covariances – List containing covariances of each Gaussian mixture

Returns:

• np.ndarray – Mean of Gaussian mixture

• np.ndarray – Covariance of Gaussian mixture

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