Implementation of a Gibbs sampler on a mixture posterior
This function runs a standard Gibbs sampling algorithm on a posterior distribution associated with a mixture model and 500 datapoints.
gibbsmix(Niter = 10^4, v = 1)
Number of MCMC iterations
Scale of the normal prior
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.
Christian P. Robert and George Casella
Chapter 6 of EnteR Monte Carlo Statistical Methods
## Not run: gibbsmix(Nit=10^3)
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