DPTreePMeanDensity {DPtree}

Calculating sub-partition probabiltiy measures for the posterior mean distribution from D-P tree.

Description

DPTreePMeanDensity returns the probablity measures in the finest sub-partitions of the posterior mean from D-P tree.

Usage

DPTreePMeanDensity(prior)

Arguments

prior

A list. D-P tree specification. Should be in same format as returned from DPTreePrior or DPTreePosterior.

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 posterior mean 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

DPTreePMeanDensity(DPTreePrior(m=2, z=1))