SampleDPTreeDensity: Sample a copula observation from a realized distribution from...

In DPtree: Dirichlet-Based Polya Tree

Description

SampleDPTreeDensity returns a copula sample from a realized distribution from D-P tree.

Usage

SampleDPTreeDensity(nsam, d)

Arguments

nsam	A positive integer. The sample size.
d	A 2^m by 2^m matrix, m being the approximating level. Normalized measures for all 2^m by 2^m sub-partititons on copula space given by the realized distribution from D-P tree, as returned by DPTreeDensity.

Value

An array of dimension nsam by 2. The values of PDF of the input D-P tree distribution evaluated at the input points.

References

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Examples

SampleDPTreeDensity(10, DPTreePMeanDensity(DPTreePrior(m=2, z=1)))

DPtree documentation built on May 2, 2019, 2:10 p.m.