gsHP: Updates the hyper-parameters of py0

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

Updates the hyper-parameters of py0

Description

This function updates the hyper-parameters of the centering distribution py0.

Usage

gsHP(ystar, rstar, distr)

Details

For internal use.

Examples

## The function is currently defined as
function(ystar, rstar, distr) {
  if (distr == 1) {
    mu0 <- 0
    s0 <- 0.01
    q1 <- 0.1
    q2 <- 0.1
    a <- q1 + rstar / 2
    b <- q2 + (rstar - 1) * var(ystar) / 2 + s0 * rstar * (mean(ystar) - mu0)^2 / 2 / (s0 + rstar)
    t2 <- rgamma(1, shape = a, rate = b)
    a <- (s0 * mu0 + sum(ystar)) / (s0 + rstar)
    b <- (s0 + rstar) * t2
    t1 <- rnorm(1, mean = a, sd = 1 / sqrt(b))
    mu.py0 <- t1
    sigma.py0 <- 1 / sqrt(t2)
  }
  else if (distr == 2) {
    q1 <- 0.01
    q2 <- 0.01
    t1 <- rgamma(1, shape = q1 + rstar, rate = q2 + sum(ystar))
    mu.py0 <- sigma.py0 <- 1 / t1
  }
  else if (distr == 3) {
    q1 <- 0.01
    q2 <- 0.01
    t1 <- rgamma(1, shape = q1 + rstar, rate = q2 - sum(log(ystar)))
    mu.py0 <- t1 / (t1 + 1)
    sigma.py0 <- sqrt(t1 / (t1 + 1)^2 / (t1 + 2))
  }
  else {
    stop("Argument \"distr\" should be defined numeric with possible values 1,2 or 3")
  }
  return(list(mu.py0 = mu.py0, sigma.py0 = sigma.py0))
}

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