[code lang="cpp"] int numGauss = 3; int numDim = 3; int numObs = 1000; mlpack::gmm::GMM<> gmm(numGauss,numDim); arma::mat covar(numDim, numDim); gmm.Weights() = GenerateWeight(numGauss, 1.0/*1; // set j-th gmm's mean and covariance for(int…