dDPTreeRealize {DPtree}

The disitribution function for realized distribution from D-P tree.

Description

dDPTreeRealize returns the value of density function of realized distribution from D-P tree at certain given point on copula space.

Usage

dDPTreeRealize(d, x)

Arguments

d

A 2^m by 2^m matrix, m being the approximating level. Normalized measures for all 2^m by 2^m sub-partititons on copula space given by the realized distribution from D-P tree, as returned by DPTreeDensity.

x

An array of dimension n by 2. The points on copula space for density function evluation. Should be between 0 and 1.

Value

An array of length n. The values of PDF of the input D-P tree distribution evaluated at the input points.

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

dDPTreeRealize(DPTreePMeanDensity(DPTreePrior(m=2, z=1)),c(0.5,0.5))