gs3_log: Conditional posterior distribution of latent logU

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

Conditional posterior distribution of latent logU

Description

This function simulates from the conditional posterior distribution of a log transformation of the latent U.

Usage

gs3_log(logut, n, r, alpha, kappa, gama, delta)

Arguments

logut	Real, log of the latent variable U at the current iteration.
n	Integer, number of data points.
r	Integer, number of clusters.
alpha	Positive real. Total mass of the centering measure.
kappa	Positive real. A parameter of the NRMI process.
gama	Real. 0\leq \texttt{gama} \leq 1. See details.
delta	Scale of the Metropolis-Hastings proposal distribution

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