hdp_init: Initialise a hdpState object

In nicolaroberts/hdp: Hierarchical Dirichlet Process for categorical count data

Description

Initialise a hdpState object with one or more DP nodes and their parent relationships, the parameters of the base Dirichlet distribution, and a set of hyperparameters for the gamma priors over the DP concentration parameters. Further DP nodes can be added with hdp_adddp, and further concentration parameters can be added with hdp_addconparam. Data is assigned via hdp_setdata. When initialised, the DP nodes are 'heldout' (not available for posterior sampling) and will need to be activated (see dp_activate). Finally, the posterior sampling process (a Gibbs sampler) is run via hdp_posterior.

Usage

hdp_init(ppindex, cpindex, hh, alphaa, alphab)

Arguments

ppindex	Index (or indices) of the parental process(es) for the initial DPs. The 'top' DP should have parent process '0' (the base Dirichlet distribution).
cpindex	Index (or indices) of the concentration parameter(s) for the initial DPs.
hh	Parameters of the base Dirichlet distribution (like psuedocounts across categories). Must be a vector with length equal to the number of data item categories.
alphaa	Shape hyperparameters for the gamma priors over the DP concentration parameters.
alphab	Rate hyperparameters for the gamma priors over the DP concentration parameters.

Value

A hdpState object with the initial HDP structure. See hdpState-class

See Also

hdp_quick_init, hdp_prior_init, hdp_addconparam, hdp_adddp, hdp_setdata, dp_activate, hdp_posterior

Examples

# initialise a HDP with just one 'top' DP node off the base distribution,
# a uniform Dirichlet base distribution over six possible data categories,
# and three possible concentration parameters to be shared across the HDP tree
# (top DP using conparam number 1), each with hyperparameters (1,2).
hdp_init(ppindex=0, cpindex=1, hh=rep(1, 6), alphaa=rep(1, 3), alphab=rep(2, 3))

# initialise a HDP with one 'top' DP node off the base distribution,
# AND two children DP nodes off that parent. The two children DPs share a different
# concentration parameter (hyperparameters are (2, 0.5)).
hdp_init(ppindex=c(0, 1, 1), cpindex=c(1, 2, 2), hh=rep(1, 6), alphaa=rep(2, 2), alphab=rep(0.5, 2))

nicolaroberts/hdp documentation built on May 23, 2019, 5:09 p.m.