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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 distribution.

Version: 2.0.5
Published: 2023-09-19
DOI: 10.32614/CRAN.package.Nmix
Author: Peter Green ORCID iD [aut, cre]
Maintainer: Peter Green <P.J.Green at bristol.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Language: en-GB
CRAN checks: Nmix results

Documentation:

Reference manual: Nmix.pdf

Downloads:

Package source: Nmix_2.0.5.tar.gz
Windows binaries: r-devel: Nmix_2.0.5.zip, r-release: Nmix_2.0.5.zip, r-oldrel: Nmix_2.0.5.zip
macOS binaries: r-release (arm64): Nmix_2.0.5.tgz, r-oldrel (arm64): Nmix_2.0.5.tgz, r-release (x86_64): Nmix_2.0.5.tgz, r-oldrel (x86_64): Nmix_2.0.5.tgz
Old sources: Nmix archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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