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dirichletprocess (version 0.4.2)

DirichletProcessExponential: 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))

Value

Dirichlet process object

Arguments

y

Data

g0Priors

Base Distribution Priors \(\alpha _0 , \beta _0)\)

alphaPriors

Alpha prior parameters. See UpdateAlpha.

Details

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