SOFTWARES Development or co-development

Didier Chauveau


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.