SOFTWARES Development or co-development

Didier Chauveau


CLTC

MCMC Convergence assessment via the Central Limit Theorem for Markov chains

Chauveau, D. (2001), User's guide to the CLTC software for MCMC convergence diagnostic (pdf).

reference paper:
Chauveau, and D., Diebolt, J. (1999),
An Automated Stopping Rule for MCMC Convergence Assessment, Computational Statistics, 14, no 3, 419-442.



<>mixtools : Tools for analyzing finite mixture models

<>A package for the R statistical software

Available from the CRAN mirrors


Young, D. S., Benaglia, T., Chauveau, D., Elmore, R. T., Hettmansperger, T. P., Hunter, D. R., Thomas, H., and Xuan, F. (2008) 
mixtools:  Tools for mixture models, R package version 0.4.0.

reference papers:
Benaglia, T., Chauveau, D. and Hunter, D. R. (2009),
An EM-like algorithm for semi- and non-parametric estimation in multivariate mixtures, (preprint@HAL)
Journal of Computational and Graphical Statistics, 18, no 2, 505-526.

Benaglia, T., Chauveau, D., Hunter, D. R. and Young, D.S. (2009),
mixtools: An R Package for Analyzing Finite Mixture Models, (preprint@HAL).


EntropyMCMC : MCMC convergence estimation using entropy from parallel chains

A package for the R statistical software

in progress


reference paper:
Chauveau D. and Vandekerkhove, P. (2013),
Simulation Based Nearest Neighbor Entropy Estimation for (Adaptive) MCMC Evaluation.
In JSM Proceedings, Statistical Computing Section. Alexandria, VA: American Statistical Association. 2816-2827.