BNPmix is an R package for Bayesian nonparametric multivariate density estimation, clustering, and regression, using Pitman-Yor mixture models, a flexible and robust generalization of the popular class of Dirichlet process mixture models. A variety of model specifications and state-of-the-art posterior samplers are implemented. In order to achieve computational efficiency, all sampling methods are written in C++ and seamless integrated into R by means of the Rcpp and RcppArmadillo packages. BNPmix exploits the ggplot2 capabilities and implements a series of generic functions to plot and print summaries of posterior densities and induced clustering of the data.
BNPmix: An R Package for Bayesian Nonparametric Modeling via Pitman-Yor Mixtures
Corradin, Riccardo;Canale, Antonio
;Nipoti, Bernardo
2021
Abstract
BNPmix is an R package for Bayesian nonparametric multivariate density estimation, clustering, and regression, using Pitman-Yor mixture models, a flexible and robust generalization of the popular class of Dirichlet process mixture models. A variety of model specifications and state-of-the-art posterior samplers are implemented. In order to achieve computational efficiency, all sampling methods are written in C++ and seamless integrated into R by means of the Rcpp and RcppArmadillo packages. BNPmix exploits the ggplot2 capabilities and implements a series of generic functions to plot and print summaries of posterior densities and induced clustering of the data.File | Dimensione | Formato | |
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2021 - JSS - Corradin,Canale,Nipoti.pdf
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