label.switching: Relabelling MCMC Outputs of Mixture Models

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.

Package details

AuthorPanagiotis Papastamoulis
MaintainerPanagiotis Papastamoulis <[email protected]>
LicenseGPL-2
Version1.7
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("label.switching")

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label.switching documentation built on May 18, 2018, 5:05 p.m.