mcmcoutputpermfixhierpost-class: Finmix 'mcmcoutputpermfixhierpost' class

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

Description

This class defines objects to store the outputs from permuting the MCMC samples. Due to label switching the sampled component parameters are usually not assigned to the same component in each iteration. To overcome this issue the samples are permuted by using a relabeling algorithm (usually K-means) to reassign parameters. Note that due to assignment of parameters from the same iteration to the same component, the sample size could shrink.

This class stores the permuted parameters together with the new MCMC sample size and the mixture log-likelihood, the prior log-likelihood, and the complete data posterior log-likelihood.

Note this class inherits all slots from its parent classes.

See Also

• mcmcoutputfixhierpost for the parent class

• mcmcpermfixhier for the parent class

• mcmcpermfixpost for the parent class

• mcmcpermute() for performing permutation of MCMC samples

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