Bayesian Inference on Univariate Normal Mixtures
Description
A program for Bayesian analysis of univariate normal mixtures with an unknown number
of components, following the approach of Richardson and Green (1997) .
This makes use of reversible jump Markov chain Monte Carlo methods that are capable of jumping
between the parameter sub-spaces corresponding to different numbers of components in the mixture.
A sample from the full joint distribution of all unknown variables is thereby generated,
and this can be used as a basis for a thorough presentation of many aspects of the posterior
distribution.