gaussFit incorrectly updates of distribution

[ido]

From [email protected] on August 23, 2013 16:33:25

What steps will reproduce the problem? 1. Running gaussFit as a subroutine and using a prior (for me through hmmFitFullyObs). What is the expected output? What do you see instead? The updating of the gaussian-InverseWishart distribution appears to be incorrect and yields a highly non PSD result. What version / revision of the product are you using? On what operating system? pmtk3 - Nov2012/Ubuntu Please provide any additional information below. Replaced line 37: SN = S0 + C + kappa0_m0_m0'-kappaN_muN_muN';

with

SN = S0 + C + kappa0/(kappa0+N)(xbar-m0)(xbar-m0)';

The problem appears to be fixed

Original issue: http://code.google.com/p/pmtk3/issues/detail?id=59