COMIX (version 1.0.2)

Coarsened Mixtures of Hierarchical Skew Kernels

Description

Bayesian fit of a Dirichlet Process Mixture with hierarchical multivariate skew normal kernels and coarsened posteriors. For more information, see Gorsky, Chan and Ma (2024) .

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Install

install.packages('COMIX')

Monthly Downloads

251

Version

1.0.2

License

CC0

Maintainer

S. Gorsky

Last Published

February 5th, 2026

Functions in COMIX (1.0.2)

calibrateNoDist

This function aligns multiple samples so that their location parameters are equal.

calibrate

This function aligns multiple samples so that their location parameters are equal.

acfParams

The function computes (and by default plots) estimates of the autocovariance or autocorrelation function for the different parameters of the model. This is a wrapper for coda::acf.

effectiveSampleSize

This function creates an object that summarizes the effective sample size for the parameters of the model.

comix

This function generates a sample from the posterior of COMIX.

plotEffectiveSampleSize

This function creates plots for the effective sample size for the parameters of the model.

heidelParams

This function creates an object that summarizes the Heidelberg-Welch convergence diagnostic.

tidyChain

This function creates tidy versions of the stored chain. This object can then be used as input for the other diagnostic functions in this package.

summarizeChain

This function provides post-hoc estimates of the model parameters.

plotGewekeParams

This function creates plots for the Geweke diagnostic and results of test of stationarity for the parameters of the model.

plotTracePlots

This function creates trace plots for different parameters of the MCMC chain.

gewekeParams

This function creates an object that summarizes the Geweke convergence diagnostic.

transform_params

Convert between parameterizations of the multivariate skew normal distribution.

relabelChain

This function relabels the chain to avoid label switching issues.

plotHeidelParams

This function creates plots for the Heidelberg-Welch diagnostic and results of test of stationarity for the parameters of the model.