fipp: Induced Priors in Bayesian Mixture Models
Jan Greve · 2021
Computes implicitly induced quantities from prior/hyperparameter specifications of three Mixtures of Finite Mixtures models: Dirichlet Process Mixtures (DPMs; Escobar and West (1995) ), Static Mixtures of Finite Mixtures (Static MFMs; Miller and Harrison (2018) ), and Dynamic Mixtures of Finite Mixtures (Dynamic MFMs; Frühwirth-Schnatter, Malsiner-Walli and Grün (2020) ). For methodological details, please refer to Greve, Grün, Malsiner-Walli and Frühwirth-Schnatter (2020) ) as well as the package vignette.