SANple

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Software:5981186



CRANSANpleMaRDI QIDQ5981186

Fitting Shared Atoms Nested Models via Markov Chains Monte Carlo

Francesco D'Angelo, Laura D'Angelo

Last update: 10 October 2023

Software version identifier: 0.1.0


Copyright license: MIT license, File License

Estimate Bayesian nested mixture models via Markov Chain Monte Carlo methods. Specifically, the package implements the common atoms model (Denti et al., 2023), its finite version (D'Angelo et al., 2023), and a hybrid finite-infinite model. All models use Gaussian mixtures with a normal-inverse-gamma prior distribution on the parameters. Additional functions are provided to help analyzing the results of the fitting procedure. References: Denti, Camerlenghi, Guindani, Mira (2023) <doi:10.1080/01621459.2021.1933499>, D’Angelo, Canale, Yu, Guindani (2023) <doi:10.1111/biom.13626>.