[R-pkgs] Nmix package - Bayesian inference about univariate Gaussian mixtures with an unknown number of components
Peter Green
m@pjg @end|ng |rom br|@to|@@c@uk
Sat Apr 2 16:58:17 CEST 2022
This package is now on CRAN in version 2.0.2, and anyone interested in
inference on mixture models, or more generally in Bayesian inference for
"trans-dimensional" problems, is encouraged to try it out. The
methodology is that presented by Richardson and Green in our 1997
article in the Journal of the Royal Statistical Society, using
Reversible jump Markov chain Monte Carlo. The package is based on the
Fortran code used in the research for that paper, which is available now
to the R user for the first time. A rich variety of outputs from the
MCMC sample path is available, optionally, and many features of the
posterior distribution are presented graphically. Apart from its direct
use in analysing data, the package might be useful in supporting
learning about Bayesian computation.
Feedback is most welcome, and I may be open to extending the
functionality of the package in response to concrete suggestions.
regards,
Peter Green
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