fcondYXAcens2: Conditional posterior distribution of the latents Y in the...

In BNPdensity: Ferguson-Klass Type Algorithm for Posterior Normalized Random Measures

Conditional posterior distribution of the latents Y in the censoring case

Description

This function simulates form the conditional posterior distribution of the latents Y.

Usage

fcondYXAcens2(xleft, xright, censor_code_filters, distr, Tau, J, sigma)

Details

For internal use

Examples

## The function is currently defined as
function(xleft, xright, censor_code_filters, distr, Tau, J,
         sigma) {
  K <- matrix(NA, nrow = length(Tau), ncol = length(xleft))
  for (i in seq(Tau)) {
    K[i, ] <- dkcens2(
      xleft = xleft, xright = xright, c_code_filters = censor_code_filters,
      distr = distr, mu = Tau[i], sigma = sigma
    ) * J[i]
  }
  pK <- prop.table(K, margin = 2)
  y <- apply(pK, 2, function(x) sample(Tau, size = 1, prob = x))
  return(y)
}

BNPdensity documentation built on April 1, 2023, 12:10 a.m.