Non-Reversible Markov Chains for Bayesian Mixture Models

Provides Bayesian inference for finite and infinite mixture models using Markov chain Monte Carlo (MCMC) methods. Supports Gaussian, multivariate Gaussian, Poisson, Binomial, and multivariate Bernoulli mixture kernels with different covariance structures and flexible prior specifications. Provides tools for data generation, posterior density evaluation, clustering and similarity analysis, and advanced MCMC sampling strategies, including reversible and non-reversible samplers: Ascolani et al. (2026) , informed proposals: Zanella (2020) , collapsed Gibbs sampling: Diebolt and Robert (1994) , and split-and-merge samplers: Dahl and Newcomb (2021) .


Reference manual

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install.packages("nrMCmix")

0.3 by Paolo Manildo, 13 hours ago


Browse source code at https://github.com/cran/nrMCmix


Authors: Filippo Ascolani [aut] , Paolo Manildo [aut, cre] (ORCID: , Giacomo Zanella [aut]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports base, coda, graphics, grDevices, fields, ggplot2, salso, Rcpp, Rdpack, stats

Suggests knitr, rmarkdown, bmixture, datasets

Linking to Rcpp, RcppArmadillo


See at CRAN