This MCMC method takes a data numeric vector (Y) and assigns the elements of Y to a (potentially infinite) number of normal distributions. The individual normal distributions from a mixture of normals can be inferred. Following the method described in Escobar (1994) <doi:10.2307/2291223> we use a Dirichlet Process Prior (DPP) to describe stochastically our prior assumptions about the dimensionality of the data.
|Author||Luis M. Avila [aut, cre], Michael R. May [aut], Jeff Ross-Ibarra [aut]|
|Maintainer||Luis M. Avila <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on CRAN|
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