sugscompPml: Function to compute the PML for vanilla SUGS

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

Description

Function to compute the PML for vanilla SUGS

Usage

sugscompPml(X, K, N, D, n, phi, betaHat, m, nu, lambda, S, mu_0, nu_0, lambda_0,
  S_0)

Arguments

X	The data matrix with rows as observations
K	The number of currently occupied clusters
N	The total number of people to be clustered
D	The number of variables
n	The vector indicating the number of observations in each cluster
phi	The weights associated with the dirichlet grid prior
betaHat	The grid of values for the dirichlet concentration parameter
m	The current posterior mean
nu	The current posterior degrees of freedom
lambda	The current posterior mean variance
S	The current posterior scale vector
mu_0	The prior mean
nu_0	The prior degrees of freedom
lambda_0	The prior mean variance
S_0	The prior scale vector

Value

The log PML.

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