MAR_mv: C++ function to estimate Pitman-Yor multivariate mixtures via...

In BNPmix: Bayesian Nonparametric Mixture Models

C++ function to estimate Pitman-Yor multivariate mixtures via marginal sampler - LOCATION SCALE

Description

C++ function to estimate Pitman-Yor multivariate mixtures via marginal sampler - LOCATION SCALE

Arguments

data	a matrix of observations
grid	matrix of points to evaluate the density
niter	number of iterations
nburn	number of burn-in iterations
m0	expectation of location component
k0	tuning parameter of variance of location component
S0	parameter of scale component
n0	parameter of scale component
m1	mean of hyperprior distribution of m0
S1	covariance of hyperprior distribution of m0
tau1	shape parameter of hyperprior distribution of k0
tau2	rate parameter of hyperprior distribution of k0
theta1	df of hyperprior distribution of S0
Theta1	matrix of hyperprior distribution of S0
mass	mass parameter
nupd	number of iterations to show current updating
out_param	if TRUE, return also the location and scale paramteres lists
out_dens	if TRUE, return also the estimated density (default TRUE)
sigma_PY	second parameter of PY
print_message	print the status
light_dens	if TRUE return only the posterior mean of the density
hyper,	if TRUE use hyperpriors, default TRUE

BNPmix documentation built on July 16, 2022, 1:04 a.m.