Support for Beta Mixture Model

[jdtuck]

Can you add the support for the Beta Mixture Model. This is a particular useful in point process estimation and one of the nice features of the dirichletprocess R package. This would be helpful to have in this code for speed.

Ref: Athanasios Kottas. Dirichlet process mixtures of beta distributions, with applications to density and intensity estimation. In Workshop on Learning with Nonparametric Bayesian Methods, 23rd International Conference on Machine Learning (ICML), 2006a.

[mberaha]

Thanks @jdtuck for opening this issue!

I had the code laying around and drafted a PR #157, is this what you had in mind?

[jdtuck]

Yes it is, made some comments on the PR