Cluster Analysis(and other tools) are often deployed to investigate structure(clustering) in multidimensional data sets. One approach to model such data is the Gaussian mixture model. mixAK is a new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of mixture components, density estimation and optionally allows for interval-censored multivariate data. Author Arnost Komarek’s journal article Computational Statistics and Data Analysis, Volume 53, Issue 12, October 2009, presents the underlying theory and application of the new approach using RJ-MCMC estimation. The selection of the number of mixture components is aided by Deviance Information Criterion(DIC) and Penalized Expected Deviance(PED) measures.
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