/MDIr

R package for Bayesian mixture models and Multiple Dataset Integration, an extrapolation of mixture models to the multiple dataset context (mirrored from the original at https://github.com/stcolema/mdir)

Primary LanguageC++GNU Affero General Public License v3.0AGPL-3.0

MDIr

Overfitted Bayesian mixture models and Multiple Dataset Integration. Kernels allowed are

  • G: Gaussian (independent measurements/diagonal covariance matrix).
  • MVN: Multivariate normal (full covariance matrix).
  • C: Categorical.
  • GP: Gaussian process (squared exponential covariance kernel).
  • TAGM: t-augmented Gaussian (MVN with a global MVT component for outliers).
  • TAGPM: t-augmented Gaussian Process (GP with a global MVT component for outliers).