fcondYZXAcens2: Conditional posterior distribution of the bivariate latents...

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

Conditional posterior distribution of the bivariate latents (Y,Z) in the case of censoring

Description

This function simulates form the conditional posterior distribution of the latents (Y,Z).

Usage

fcondYZXAcens2(xleft, xright, censor_code_filters, distr, Tauy, Tauz, J)

Details

For internal use

Examples

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

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