Implement Fleming-Viot-Dependent Dirichlet Processes


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Documentation for package ‘FVDDPpkg’ version 0.1.2

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approx.propagate Approximate the propagation of a Fleming-Viot latent signal
approx.smooth Approximate the smoothing distribution of a Fleming-Viot latent signal
error.estimate Compare the performance of a Monte-Carlo estimate with respect to the exact result.
initialize Initialize Fleming-Viot dependent Dirichlet Processes by setting hyperparameters
polya.sample Sampling via Polya Urn scheme
posterior.sample Draw values from the posterior distribution FVDDP
predictive.struct Use the predictive structure of the FVDDP to sequentially draw values adn update
print.fvddp Print hyperparameters and values from Fleming-Viot Dependent Dirichlet Processes
propagate Propagate the Fleming-Viot latent signal in time
prune Reduce the size of Fleming-Viot Dependent Dirichlet Processes
smooth Compute the smoothing distribution of the Fleming-Viot latent signal
summary.fvddp Show the data contained within the Fleming-Viot Dependent Dirichlet Process
update Update the FVDDP when new observations are collected