nicolaroberts/hdp: Hierarchical Dirichlet Process for categorical count data

Model categorical count data with a hierarchical Dirichlet Process. Includes functions to initialise a HDP with a custom tree structure, perform Gibbs sampling of the posterior distribution, and analyse the output. The underlying mathematical theory is described by Teh et al. (Hierarchical Dirichlet Processes, Journal of the American Statistical Association, 2006, 101:476). This R package was adapted from open source MATLAB and C code written by Yee Whye Teh and available here http://www.stats.ox.ac.uk/~teh/research/npbayes/npbayes-r21.tgz.

install.packages("remotes")
remotes::install_github("nicolaroberts/hdp")