gs4: Resampling Ystar function

In konkam/BNPdensity: Ferguson-Klass Type Algorithm for Posterior Normalized Random Measures

Resampling Ystar function

Description

This function resamples the distinct Ystar in the semiparametric model.

Usage

gs4(ystar, x, idx, distr.k, sigma.k, distr.p0, mu.p0, sigma.p0)

Details

For internal use.

Examples

## The function is currently defined as
function(ystar, x, idx, distr.k, sigma.k, distr.p0, mu.p0, sigma.p0) {
  r <- length(ystar)
  nstar <- as.numeric(table(idx))
  for (j in seq(r)) {
    id <- which(!is.na(match(idx, j)))
    xj <- x[id]
    xbar <- sum(xj) / nstar[j]
    y2star <- rk(1, distr = distr.k, mu = xbar, sigma = sigma.k / sqrt(nstar[j]))
    f.ratio <- rfyzstar(y2star, ystar[j], xj,
      distr = distr.k, sigma = sigma.k,
      distr.p0 = distr.p0, mu.p0 = mu.p0, sigma.p0 = sigma.p0
    )
    k.ratio <- dk(ystar[j],
      distr = distr.k,
      mu = xbar, sigma = sigma.k / sqrt(nstar[j])
    ) / dk(y2star,
      distr = distr.k, mu = xbar, sigma = sigma.k / sqrt(nstar[j])
    )
    q2 <- min(1, f.ratio * k.ratio)
    ystar[j] <- ifelse(runif(1) <= q2, y2star, ystar[j])
  }
  return(ystar)
}

konkam/BNPdensity documentation built on March 14, 2024, 7:15 a.m.