rfyzstarcens2: Conditional posterior distribution of the distinct vectors...

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

Conditional posterior distribution of the distinct vectors (Ystar,Zstar) in the case of censoring

Description

This function evaluates the ratio of conditional posterior distributions of the distinct latent vectors (Ystar,Zstar).

Usage

rfyzstarcens2(
  v,
  v2,
  z,
  z2,
  xleft,
  xright,
  censor_code,
  distr.k,
  distr.py0,
  mu.py0,
  sigma.py0,
  distr.pz0,
  mu.pz0,
  sigma.pz0
)

Details

For internal use

Examples

## The function is currently defined as
function(v, v2, z, z2, xleft, xright, censor_code, distr.k,
         distr.py0, mu.py0, sigma.py0, distr.pz0, mu.pz0, sigma.pz0) {
  alpha <- p0(v, distr = distr.py0, mu = mu.py0, sigma = sigma.py0) / p0(v2,
    distr = distr.py0, mu = mu.py0, sigma = sigma.py0
  ) *
    p0(z, distr = distr.pz0, mu = mu.pz0, sigma = sigma.pz0) / p0(z2,
      distr = distr.pz0, mu = mu.pz0, sigma = sigma.pz0
    )
  Prod <- 1
  for (i in seq_along(xleft)) {
    fac <- dkcens2_1val(
      xleft = xleft[i], xright = xright[i],
      c_code = censor_code[i], distr = distr.k, mu = v,
      sigma = z
    ) / dkcens2_1val(
      xleft = xleft[i], xright = xright[i],
      c_code = censor_code[i], distr = distr.k, mu = v2,
      sigma = z2
    )
    Prod <- Prod * fac
  }
  f <- alpha * Prod
  return(f)
}

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