Calculating sub-partition probabiltiy measures for a realized distribution from D-P tree.
Calculating sub-partition probabiltiy measures for a realized distribution from D-P tree.
DPTreeDensity returns the probablity measures in the finest sub-partitions of a realized distribution from D-P tree prior/posterior.
DPTreeDensity(Z)
Arguments
Z: An array of dimension of 2m by 2m by m, m being the approximation level. Realized Z's for all partitions at each level, as returned by RealizeDPTree.
Returns
A 2m by 2m matrix. Normalized measures for all 2m by 2m sub-partititons on copula space given by the realized distribution from D-P tree.