DirichletProcessExponential {dirichletprocess}R Documentation

Create a Dirichlet Mixture of Exponentials

Description

This is the constructor function to produce a dirichletprocess object with a Exponential mixture kernel with unknown rate. The base measure is a Gamma distribution that is conjugate to the posterior distribution.

Usage

DirichletProcessExponential(y, g0Priors = c(0.01, 0.01), alphaPriors = c(2, 4))

Arguments

y

Data

g0Priors

Base Distribution Priors α0,β0)\alpha _0 , \beta _0)

alphaPriors

Alpha prior parameters. See UpdateAlpha.

Details

G0(θα0,β0)=Gamma(θα0,β0)G_0(\theta | \alpha _0, \beta_0) = \mathrm{Gamma} \left(\theta | \alpha_0, \beta_0 \right)

Value

Dirichlet process object


[Package dirichletprocess version 0.4.2 Index]