BayesMix implements Bayesian estimation of finite mixtures of univariate Gaussian distributions with MCMC methods. Within a given model class the user can modify the prior specifications and the initial values for developing a suitable model for his data. Furthermore, tools for analyzing the output of the MCMC simulations as, e.g., diagnostic plots are available. BayesMix uses package rjags for the MCMC sampling.
builds on JAGS (Just another Gibbs Sampler). JAGS is a program for
analysis of Bayesian graphical models with Gibbs Sampling and
reimplements the functionality from WinBUGS. It is written by Martyn
Plummer. The JAGS sources together with a manual as well as Windows
binaries can be downloaded from