Gaussian Mixture Model for Stan

gmm_mcmc.stan

data {
    int<lower=1> N;
    int<lower=1> k;
    real X[N];
}
parameters {
    simplex[k] theta;
    real mu[k];
}
model {
    real ps[k];
    for (i in 1:k){
        mu[i] ~ normal(0, 1.0e+2);
    }
    for(i in 1:N){
        for(j in 1:k){
            ps[j] <- log(theta[j]) + normal_log(X[i], mu[j], 1.0);
        }
        increment_log_prob(log_sum_exp(ps));
    }
}