gibbsmix: Implementation of a Gibbs sampler on a mixture posterior

In mcsm: Functions for Monte Carlo Methods with R

Description

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

Usage

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

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

mcsm documentation built on May 2, 2019, 10:16 a.m.