Nmix
CRANNmixMaRDI QIDQ111733FDOQ111733
Bayesian Inference on Univariate Normal Mixtures
Last update: 19 September 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 2.0.3, 1.1.2, 1.2.0, 1.2.1, 2.0.0, 2.0.1, 2.0.2, 2.0.4, 2.0.5
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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