Nmix: Bayesian Inference on Univariate Normal Mixtures
A program for Bayesian analysis of univariate normal mixtures with an unknown number
of components, following the approach of Richardson and Green (1997) <doi:10.1111/1467-9868.00095>.
This makes use of reversible jump Markov chain Monte Carlo methods that are capable of jumping
between the parameter sub-spaces corresponding to different numbers of components in the mixture.
A sample from the full joint distribution of all unknown variables is thereby generated,
and this can be used as a basis for a thorough presentation of many aspects of the posterior
distribution.
| Version: |
2.0.3 |
| Published: |
2022-04-06 |
| Author: |
Peter Green  [aut,
cre] |
| Maintainer: |
Peter Green <P.J.Green at bristol.ac.uk> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Language: |
en-GB |
| CRAN checks: |
Nmix results |
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