DPTreePrior {DPtree}

Generating the standard D-P Tree prior

Description

DPTreePrior returns a standard D-P Tree prior based on specified hyperparameters.

Usage

DPTreePrior(m = 4, z = 1)

Arguments

m

A positive integer. The finite approximation level for D-P tree. Default m=4.

z

A positive number. On i-th level, the hyperparameter for D-P tree prior is z\times i^2. Default z=1.

Value

A list.

a

An array containing the hyperparameters of D-P trees.

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

DPTreePrior(m=6, z=1)