Nmix2.0.5 package

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 distribution.

  • Maintainer: Peter Green
  • License: GPL (>= 2)
  • Last published: 2023-09-19