Peter Green
2022-Apr-02 14:58 UTC
[R] [R-pkgs] Nmix package - Bayesian inference about univariate Gaussian mixtures with an unknown number of components
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 _______________________________________________ R-packages mailing list R-packages at r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages