mixmerge()

This function allows to merge the components in a Gaussian mixture model

The mixmerge fuction merges components of the Gaussian mixture model specified by the parameters w,mu and cov. For example, the components 1 and 2 are merged when their product integral I is greater than a set threshold.
I=int N(x,mu1,cov1) . N(x,mu2,cov2) dx
I may be evaluted as I= N(mu1,mu2,cov1+cov2). The components are merged
when exp(-( (mu1-mu2)'/(cov1+cov2))*(mu1-mu2)) is greater than the set tolerance.