CT/RJ-mix implements
transdimensional Markov Chain Monte Carlo (MCMC) for inference in (scalar)
Gaussian mixture models, with unknown number of components. Two methods are
implemented: Reversible Jump (RJ) MCMC for rj_mix
and Continuous
Time (CT) for ct_mix
This is the C code that was used to produce the figures in Section 4 of
O. Cappé, C. Robert and T. Rydén. Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers. Journal of the Royal Statistical Society: Series B (Statistical Methodology), Volume 65, Issue 3, pages 679-700, 2003.
Please see this page for more information.