Implementation of a Gibbs sampler on a mixture posterior

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Description

This function runs a standard Gibbs sampling algorithm on a posterior distribution associated with a mixture model and 500 datapoints.

Usage

1
gibbsmix(Niter = 10^4, v = 1)

Arguments

Niter

Number of MCMC iterations

v

Scale of the normal prior

Value

The function returns a plot of the log-posterior surface, along with the MCMC sample represented both by points and lines linking one value to the next. Evaluating the log-posterior surface on a 250x250 grid takes some time.

Author(s)

Christian P. Robert and George Casella

References

Chapter 6 of EnteR Monte Carlo Statistical Methods

Examples

1
## Not run: gibbsmix(Nit=10^3)

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