qn0 | R Documentation |
Mixing probability for creating new cluster
qn0(alpha0, w, N, M, bs, as, kstar, lambda, Yn)
alpha0 |
A scalar defining the parameter for the Dirichlet process prior that controls the number of clusters (or its initial values) |
w |
A scalar representing the minimum number of points in each interval between two change points |
N |
A scalar representing the number of data sequences |
M |
A scalar representing the number of points available for each data sequence |
bs |
The hyperparameter value for the scale parameter in the inverse-gamma prior for the variance component |
as |
The hyperparameter value for the shape parameter in the inverse-gamma prior for the variance component |
kstar |
A scalar with the number maximum of change points in all clusters |
lambda |
A scalar defining the parameter for the Truncate Poisson distribution that controls the number of change points (or its initial values) |
Yn |
A vector or matrix with data sequences for a cluster |
A numerical value representing the mixing value term used to compute the probability that the given data sequence should be a singleton cluster
This function is called within [gibbs_alg()]. It should not be called alone.
[gibbs_alg()]
qn0(alpha0 = 1/100, w = 10, N = 5, M = 50, bs = 1000, as = 2, kstar = 2, lambda = 2, Yn = data[,1])
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