p: Threshold probability (p(t))

In LorenzoRimella/RGeode: Geometric Density Estimation

Description

The decreasing function for the adptive puning.

Usage

p(t, c0, c1)

Arguments

t	int The current iteration at which the probability of an adaption is calculated.
c0	double Additive constant at the exponent-
c1	double Multiplicative constant at the exponent.

Value

p returns the threshold of interest:

p(t)	double It is p(t)= exp{c0+c1*t}.

Author(s)

L. Rimella, [e-mail]

References

• [1] A. Canale, D. Dunson, Y. Wang. "Scalable Geometric Density Estimation" (2016).
  (available at https://arxiv.org/abs/1410.7692).
  The implementation of rgammatr is inspired to the Matlab implementation of rexptrunc by Ye Wang.

Examples

t = 10
c0= -1
c1= 10

p(t, c0, c1)

LorenzoRimella/RGeode documentation built on May 22, 2019, 12:22 p.m.