addStatsDiag: Function to sequentially update statistics and posterior in...

In ococrook/sugsvarsel: SUGS algorithm of Wang and Dunson (2011), SUGS VarSel algorithm Crook et al.

Description

Function to sequentially update statistics and posterior in SUGS (Gaussian mixtures)

Usage

addStatsDiag(x, K, clustnew, n, x_bar, SCL, m, lambda, S, nu, beta, S_0,
  lambda_0, mu_0, nu_0)

Arguments

x	The observation currently under considetion
K	The number of currently occupied clusters
clustnew	The new proposed cluster to add new statistics
n	The vector indicating the number of observations in each cluster
x_bar	The sample mean statistics
SCL	The sample variable statistics
m	The current posterior mean
lambda	The current posterior mean variance
S	The current posterior scale vector
nu	The current posterior degrees of freedom
beta	The current posterior concentration parameter (not currently used in this implementation)
S_0	The prior scale vector
lambda_0	The prior mean variance
mu_0	The prior mean
nu_0	The prior degrees of freedom

Value

Returns the updated statistics and posteriors.

ococrook/sugsvarsel documentation built on May 27, 2019, 12:12 p.m.