DirichletProcessMvnormal: Create a Dirichlet mixture of multivariate normal...

Description Usage Arguments

View source: R/dirichlet_process_mvnormal.R

Description

G_0 (\boldsymbol{μ} , Λ | \boldsymbol{μ _0} , κ _0, ν _0, T_0) = N ( \boldsymbol{μ} | \boldsymbol{μ _0} , (κ _0 Λ )^{-1} ) \mathrm{Wi} _{ν _0} (Λ | T_0)

Usage

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DirichletProcessMvnormal(y, g0Priors, alphaPriors = c(2, 4),
  numInitialClusters = 1)

Arguments

y

Data

g0Priors

Prior parameters for the base distribution.

alphaPriors

Alpha prior parameters. See UpdateAlpha.

numInitialClusters

Number of clusters to initialise with.


dirichletprocess documentation built on July 2, 2020, 2 a.m.