Extract covariance matrix from VBGMMARD about mixture-models

[AmazaspShumik]

Hi,

Take a look at my other repository, you can find VBGMMARD implementation with scikit-learn API there: https://github.com/AmazaspShumik/sklearn_bayes/blob/master/sklearn_bayes/mixture/mixture.py

After fitting model you can use instance variables for sampling:

fit model

vbgmmard = VBGMMARD()
vbgmmard.fit(X)

access means, weights, covariance

means = vbgmmard.means_ # numpy array of means
weights = vbgmmard.weights_ # bumpy array of weights
covars = vbgmmard.covars_ # list of covariances corresponding to each cluster