base_measure: Base Measure for Mixture Models

In copre: Tools for Nonparametric Martingale Posterior Sampling

Base Measure for Mixture Models

Description

A structure for wrapping base measures as in Escobar and West (1995).

Usage

base_measure(idx, dim, pars, hpars, eval)

Arguments

idx	A unique index for the base measure.
dim	A dimension for the support of the base measure.
pars	A list of parameters used to generate mixture components.
hpars	A list of hyperparameters used to generate pars.
eval	An evaluation function taking phi, a list of mixture parameter matrices, grd, a grid vector, f, a character string indicating whether to calculate the gradient, density, or distribution function, and nthreads, a number of threads to utilize for parallel execution.

Value

A base_measure object for use in the sequence resampling scheme for mixtures.

References

• Escobar M. D., West, M. (1995) Bayesian Density Estimation and Inference Using Mixtures. Journal of the American Statistical Association. DOI: \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/01621459.1995.10476550")}

See Also

seqre()

copre documentation built on May 29, 2024, 7:36 a.m.