Nmix (Q111733)
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Bayesian Inference on Univariate Normal Mixtures
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nmix |
Bayesian Inference on Univariate Normal Mixtures |
Statements
19 September 2023
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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.
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expanded from: GPL (≥ 2) (English)
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