mcmcpermfixhier-class: Finmix 'mcmcpermfixhier' 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 is supplementing the parent class by adding a slot to store the permuted parameter samples of the hierarchical prior.

Note that for models with fixed indicators weights do not get permuted.

Slots

hyperperm

A named list containing the (permuted) parameters of the hierarchical prior.

See Also

• mcmcpermute() for the calling function

• mcmcpermfix for the parent class definition

• mcmcpermindhier for the corresponding class for models with unknown indicators

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