gibbsmix: Implementation of a Gibbs sampler on a mixture posterior
Description
This function runs a standard Gibbs sampling algorithm on a posterior distribution associated with a
mixture model and 500 datapoints.
Usage
gibbsmix(Niter = 10^4, v = 1)
Arguments
Niter
Number of MCMC iterations
v
Scale of the normal prior
Value
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.
References
Chapter 6 of EnteR Monte Carlo Statistical Methods