telescope - Bayesian Mixtures with an Unknown Number of Components

Fits Bayesian finite mixtures with an unknown number of components using the telescoping sampler and different component distributions. For more details see Frühwirth-Schnatter et al. (2021) <doi:10.1214/21-BA1294>, Malsiner-Walli et al. (in press) <doi:10.1007/s11634-025-00640-x> and Malsiner-Walli et al. (2026) <doi:10.48550/arXiv.2603.00277>.