gibbsmix: Implementation of a Gibbs sampler on a mixture posterior

Description Usage Arguments Value Author(s) References Examples

View source: R/gibbsmix.R

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)

mcsm documentation built on May 19, 2017, 11:40 p.m.

Search within the mcsm package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.