gs5: Conditional posterior distribution of sigma

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

Conditional posterior distribution of sigma

Description

This function simulates from the conditional posterior distribution of sigma.

Usage

gs5(sigma, x, y, distr, asigma, bsigma, delta)

Details

For internal use.

Examples

## The function is currently defined as
function(sigma, x, y, distr = 1, asigma = 1, bsigma = 2, delta = 4) {
  sigmaStar <- rgamma(1, shape = delta, rate = delta / sigma)
  sigmaT <- sigma
  qgammas <- sigmaT / sigmaStar
  Qgammas <- sigmaStar / sigmaT
  Term2 <- qgammas^(2 * delta - 1) * exp(-delta * (qgammas -
    Qgammas))
  Kgamma <- Qgammas^(asigma - 1) * exp(-bsigma * (sigmaStar -
    sigmaT))
  Prod <- 1
  for (i in seq(length(x))) {
    Prod <- Prod * (dk(x[i], distr = distr, mu = y[i], sigma = sigmaStar) / dk(x[i],
      distr = distr, mu = y[i], sigma = sigmaT
    ))
  }
  q3 <- min(1, Kgamma * Prod * Term2)
  sigma <- ifelse(runif(1) <= q3, sigmaStar, sigmaT)
  return(sigma)
}

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