sample_j_wrap: Sampling from 10-component Gaussian Mixture component...
In dsp: Dynamic Shrinkage Process and Change Point Detection
View source: R/component_samplers.R
sample_j_wrap R Documentation
Sampling from 10-component Gaussian Mixture component described in Omori et al. 2007
Description
Samples from the conditional posterior distribution of the log(\chi^2) distribution
by approximating it with the mixture Gaussian distribution described in Omori et al. 2007.
Usage
sample_j_wrap(Td, obs = NULL)
Arguments
Td
length of the vector
obs
Td x 1 vector for the data.
Value
Dataframe containing the posterior samples: mean and variance for the mixture component.
Note
When the obs is not not specified, the components are samples from the prior distribution.
dsp documentation built on July 17, 2026, 1:06 a.m.
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View source: R/component_samplers.R
| sample_j_wrap | R Documentation |
Sampling from 10-component Gaussian Mixture component described in Omori et al. 2007
Description
Samples from the conditional posterior distribution of the log(\chi^2) distribution
by approximating it with the mixture Gaussian distribution described in Omori et al. 2007.
Usage
sample_j_wrap(Td, obs = NULL)
Arguments
Td |
length of the vector |
obs |
|
Value
Dataframe containing the posterior samples: mean and variance for the mixture component.
Note
When the obs is not not specified, the components are samples from the prior distribution.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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