gibbsmix {mcsm} | R Documentation |
This function runs a standard Gibbs sampling algorithm on a posterior distribution associated with a mixture model and 500 datapoints.
gibbsmix(Niter = 10^4, v = 1)
Niter |
Number of MCMC iterations |
v |
Scale of the normal prior |
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.
Christian P. Robert and George Casella
Chapter 6 of EnteR Monte Carlo Statistical Methods
## Not run: gibbsmix(Nit=10^3)