AM_mix_weights_prior_gamma: specify a prior on the hyperparameter gamma for the Dirichlet... In AntMAN: Anthology of Mixture Analysis Tools

Description

Generate a configuration object to specify a prior on the hyperparameter γ for the Dirichlet prior on the mixture weights. We assume γ \sim Gamma(a,b). Alternatively, we can fix γ to a specific value. Default is γ=1/N, where N is the number of observations. In AntMAN we assume the following parametrization of the Gamma density:

p(x\mid a,b )= \frac{b^a x^{a-1}}{Γ(a)} \exp\{ -bx \}, \quad x>0.

Usage

 1 AM_mix_weights_prior_gamma(a = NULL, b = NULL, gamma = NULL, init = NULL) 

Arguments

 a The shape parameter a of the Gamma prior. b The rate parameter b of the Gamma prior. gamma It allows to fix γ to a specific value. init The init value for γ, when we assume γ random.

Value

A AM_mix_weights_prior object. This is a configuration list to be used as mix_weight_prior argument for AM_mcmc_fit.

Examples

 1 2 3 4 AM_mix_weights_prior_gamma (a=1, b=1) AM_mix_weights_prior_gamma (a=1, b=1, init=1) AM_mix_weights_prior_gamma (gamma = 3) AM_mix_weights_prior_gamma () 

AntMAN documentation built on July 23, 2021, 5:08 p.m.