AntMAN: Anthology of Mixture Analysis Tools

Fits finite Bayesian mixture models with a random number of components. The MCMC algorithm implemented is based on point processes as proposed by Argiento and De Iorio (2019) <arXiv:1904.09733> and offers a more computationally efficient alternative to reversible jump. Different mixture kernels can be specified: univariate Gaussian, multivariate Gaussian, univariate Poisson, and multivariate Bernoulli (latent class analysis). For the parameters characterising the mixture kernel, we specify conjugate priors, with possibly user specified hyper-parameters. We allow for different choices for the prior on the number of components: shifted Poisson, negative binomial, and point masses (i.e. mixtures with fixed number of components).

install.packages("AntMAN")

Try the AntMAN package in your browser