# This multivariate mixture program is currently running in OpenBUGS model { for(i in 1:N){ for(j in 1:4){ lambda[i,j] <- (T[i] -1)* lambda1[j] + (2-T[i])*lambda2[j] } } # Now assign each component to a quadrivariate normal dsn for( i in 1 : N ) { y[i, 1:4] ~ dmnorm(lambda[i, 1:4], tau[1:4, 1:4]) T[i] ~ dcat(P[]) # The indicators } for( j in 1 : 4 ) { theta[j] ~ dunif(0.0, 1000) lambda2[j] <- lambda1[j] + theta[j] # Ordering constrain for identifiability lambda1[j] ~ dnorm(0.0, 1.0E-3) } P[1:2] ~ ddirich(alpha[]) # The prior for the indicators # Set distinct Wishart priors for the two precision matrices tau[1:4, 1:4] ~ dwish(R[1:4, 1:4], 4) sigma2[1:4, 1:4] <- inverse(tau[1:4, 1:4]) for (i in 1 : 4) {sigma[i] <- sqrt(sigma2[i, i]) } for (i in 1 : 4) { for (j in i : 4) { corr[i,j] <- sigma2[i, j] / (sigma[i] * sigma[j]) } } } INITS list(lambda1 = c(0.2, 0.2, 0.2, 0.2), lambda2 = c(NA, NA, NA, NA), theta = c(2, 2, 2, 2), P=c(0.5, 0.5) ) , T=c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 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