Seems fine.

I think that the limitation to a fixed number of mixture components is a
bit limiting.  So is the limitation to a uniform set of components.  Both
limitations can be eased without a huge difficultly.

Avoiding the fixed number of components can be done by using some variant
of Dirichlet processes.  Simply picking k_max relatively large and then
using an approximate DP over that finite set works well.

That said, mixture models are pretty nice to have.

On Wed, Oct 17, 2012 at 2:13 PM, Gilles Sadowski <
gil...@harfang.homelinux.org> wrote:

> Hello.
>
> Any objection to commit the code as proposed on the report page?
>   https://issues.apache.org/jira/browse/MATH-816
>
>
> Regards,
> Gilles
>
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