# SingleGaussian

standard mode | Statistics category

## Inputs

• matrix (matrix_real) - the input data matrix (e.g. the MFCC descriptor over frames)

## Outputs

• mean (vector_real) - the mean of the values
• covariance (matrix_real) - the covariance matrix
• inverseCovariance (matrix_real) - the inverse of the covariance matrix

## Description

This algorithm estimates the single gaussian distribution for a matrix of feature vectors. For example, using the single gaussian on descriptors like MFCC with the symmetric Kullback-Leibler divergence might be a much better option than just the mean and variance of the descriptors over a whole signal.

An exception is thrown if the covariance of the input matrix is singular or if the input matrix is empty.

References:
 E. Pampalk, "Computational models of music similarity and their application in music information retrieval,” Vienna University of Technology, 2006.
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