Install using
library(devtools)
install_github("rgiordan/MVNMixtureLRVB")
Apologies for the current poor state of the documentation. An example comparison between
Gibbs and LRVB can be found in inst/simulate_multivariate_normal_mixture_sandbox.R.
Note that the VB fitting currently uses flat priors, so it will crash if any component
ends up with zero data assigned to it.