sugsnewclustMargcpp: A C++ accelerated version of sugsnewclustMarg

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

Description

A C++ accelerated version of sugsnewclustMarg

Usage

sugsnewclustMargcpp(x, i, D, phi, betaHat, mu_0, nu_0, S_0, lambda_0,
  intfeature)

Arguments

x	A numeric vector containing data of the observation
i	An integer specifying the current iteration of SUGS algorithm
D	An integer specifiying the number of variables
phi	A numeric matrix containing the weights for the dirichlet hyperpiors
betaHat	A numeric vector containing the grid of hyperpriors for the dirichlet concentration parameter
mu_0	The mean hyperparameter, default is the column means of the data matrix.
nu_0	The degrees of freedom hyperparameter, the default value is 2 * (D + 2), where D is the number of variables.
S_0	The scale hyperparamter, the default value is a tenth of the column variance of the data matrix.
lambda_0	The variance of the Guassian mean prior, the dafault value is 0.01.
intfeature	A binary vector of feature which are parition as irrelevant (0) or relevant (1).

Value

The unnormalised probability of belong to any of the currently unoccupied clusters.

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