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
||Peter Green [aut,
||Peter Green <P.J.Green at bristol.ac.uk>
||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
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