R: Base Measure for Mixture Models

base_measure {copre}

R Documentation

Base Measure for Mixture Models

A structure for wrapping base measures as in Escobar and West (1995).

base_measure(idx, dim, pars, hpars, eval)

`idx`	A unique index for the base measure.
`dim`	A dimension for the support of the base measure.
`pars`	A list of parameters used to generate mixture components.
`hpars`	A list of hyperparameters used to generate `pars`.
`eval`	An evaluation function taking `phi`, a list of mixture parameter matrices, `grd`, a grid vector, `f`, a character string indicating whether to calculate the gradient, density, or distribution function, and `nthreads`, a number of threads to utilize for parallel execution.

A base_measure object for use in the sequence resampling scheme for mixtures.

Escobar M. D., West, M. (1995) Bayesian Density Estimation and Inference Using Mixtures. Journal of the American Statistical Association. DOI: doi:10.1080/01621459.1995.10476550