RealizeDPTree {DPtree}

Sampling a realized distribution from the D-P Tree.

Description

RealizeDPTree returns a realized (copula) distribtuion sampled from the input D-P Tree.

Usage

RealizeDPTree(prior)

Arguments

prior

A list. Should be in same format as returned from DPTreePrior.

Value

An array of dimension 2^m by 2^m by m. m is the approximation level. Realized Z's for all partitions at each level. Three dimensions reprensent two marginals, and the level respectively.

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

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