Clarified origin of the class. The original comments seemed to show the class was created from Mixtools, which is GPL code. As per discussion on the JIRA issue MATH-817 (see https://issues.apache.org/jira/browse/MATH-817), it appears it is original work and NOT a derived work from Mixtools. In fact, Mixtools was used mainly to verify the results and generate some reference data (see the Junit test cases). Neither the code nor the API from Mixtools were used.
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/distribution/fitting/MultivariateNormalMixtureExpectationMaximization.java