final List<MultivariateGaussian> priorComponents = Lists.newArrayList();
/*
* Create and initialize the PL filter
*/
final MvGaussianDPPLFilter plFilter =
new MvGaussianDPPLFilter(priorComponents, centeringPrior, dpAlphaPrior, nCountsPrior, rng);
plFilter.setNumParticles(500);
final DataDistribution<MvGaussianDPDistribution> currentMixtureDistribution =
plFilter.createInitialLearnedObject();
for (final Vector observation : observations) {
System.out.println("obs:" + observation);
plFilter.update(currentMixtureDistribution, observation);
/*
* Compute some summary stats. TODO We need to compute something informative for this
* situation.
*/