DPTreeDensity function

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 2m2^m by 2m2^m by m, m being the approximation level. Realized Z's for all partitions at each level, as returned by RealizeDPTree.

Returns

A 2m2^m by 2m2^m matrix. Normalized measures for all 2m2^m by 2m2^m sub-partititons on copula space given by the realized distribution from D-P tree.

Examples

dp.rlz <- RealizeDPTree(DPTreePrior(m=2, z=1)) DPTreeDensity(dp.rlz)

References

Rdpack::insert_ref(key="DPtree",package="DPtree")

  • Maintainer: Shaoyang Ning
  • License: MIT + file LICENSE
  • Last published: 2018-06-19

Useful links