mcmcpermfix-class: Finmix 'mcmcpermfix' 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 that for models with fixed indicators weights do not get permuted.

Slots

Mperm

An integer storing the MCMC sample size after relabeling.

parperm

A named list containing the permuted component parameters.

logperm

A named list containing the mixture log-likelihood, the prior log-likelihood, and the complete data posterior log-likelihood.

See Also

• mcmcpermute() for the calling function

• mcmcpermind for the corresponding class for models with unknown indicators

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