# gsHP: Updates the hyper-parameters of py0 In BNPdensity: Ferguson-Klass Type Algorithm for Posterior Normalized Random Measures

## Description

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

## Usage

 `1` ```gsHP(ystar, rstar, distr) ```

## Details

For internal use.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35``` ```## 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 May 29, 2017, 9:33 p.m.