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.
DirichletProcessExponential(y, g0Priors = c(0.01, 0.01), alphaPriors = c(2, 4))
Dirichlet process object
Data
Base Distribution Priors \(\alpha _0 , \beta _0)\)
Alpha prior parameters. See UpdateAlpha
.
\(G_0(\theta | \alpha _0, \beta_0) = \mathrm{Gamma} \left(\theta | \alpha_0, \beta_0 \right)\)