Relabelling MCMC Outputs of Mixture Models
Artificial Identifiability Constraints
Make all estimated clusters agree with a pivot allocation
Simulated MCMC sample and related information
Data-based labelling
ECR algorithm (iterative version 1)
ECR algorithm (iterative version 2)
ECR algorithm (default version)
Algorithms for solving the label switching problem
Main calling function
Fetal lamb dataset
Reorder MCMC samples
PRA algorithm
Probabilistic relabelling algorithm
Stephens' algorithm
The Bayesian estimation of mixture models (and more general hidden Markov models) suffers from the label switching phenomenon, making the MCMC output non-identifiable. This package can be used in order to deal with this problem using various relabelling algorithms.