mcmc-class: Finmix 'mcmc' class

In simonsays1980/finmix: An R package for Bayesian estimation of finite mixture distributions

Description

This class defines hyper-parameters for the MCMC procedure. This is a main class of the finmix package that must be defined for estimating a finite mixture model.

Slots

burnin

An integer defining the number of steps in the burn-in phase of Gibbs-sampling.

M

An integer defining the number of steps in Gibbs-sampling to be stored.

startpar

A logical indicating, if starting by sampling the parameters. If FALSE sampling starts by sampling the indicators S.

storeS

An integer specifying how many of the last sampled indicators should be stored in the output.

storepost

A logical indicating if the posterior probabilities should be stored. This becomes for example important for specific relabeling algorithms, but also for analysis.

ranperm

A logical indicating, if random permutation should be used. If TRUE the parameters are permutated randomly between the number of components after each sampling step in MCMC.

storeinv

A logical indicating if the inverse variance-covariance matrices for multivariate normal or Student-t mixtures should be stored.

See Also

• mcmc() for the class constructor

• mcmcstart() for completion of slots

• mixturemcmc() for further information about the MCMC sampling

simonsays1980/finmix documentation built on Dec. 23, 2021, 2:25 a.m.