DPTreeDensity {DPtree}

Calculating sub-partition probabiltiy measures for a realized distribution from D-P tree.

Description

DPTreeDensity returns the probablity measures in the finest sub-partitions of a realized distribution from D-P tree prior/posterior.

Usage

DPTreeDensity(Z)

Arguments

Z

An array of dimension of 2^m by 2^m by m, m being the approximation level. Realized Z's for all partitions at each level, as returned by RealizeDPTree.

Value

A 2^m by 2^m matrix. Normalized measures for all 2^m by 2^m sub-partititons on copula space given by the realized distribution from D-P tree.

References

Ning S and Shephard N (2018). “A nonparametric Bayesian approach to copula estimation.” Journal of Statistical Computation and Simulation, 88(6), pp. 1081-1105. doi: 10.1080/00949655.2017.1421194.

Examples

dp.rlz <- RealizeDPTree(DPTreePrior(m=2, z=1))
DPTreeDensity(dp.rlz)