AntMAN: Anthology of Mixture Analysis Tools

Fits finite Bayesian mixture models with random number of component. The MCMC algorithm implemented is based on point processes as proposed by Argiento and De Iorio (2019) <arXiv:1904.09733> and offers a more computational efficient alternative to reversible jump. Different mixture kernels can be specified: univariate Gaussian, univariate Poisson, univariate binomial, multivariate Gaussian, 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).

Getting started

Package details

AuthorRaffaele Argiento [aut], Bruno Bodin [aut, cre], Maria De Iorio [aut]
MaintainerBruno Bodin <[email protected]>
LicenseMIT + file LICENSE
Version1.0
URL https://github.com/bbodin/AntMAN
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("AntMAN")

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AntMAN documentation built on Oct. 30, 2019, 11:24 a.m.