DPTreePosteriorMulti function

D-P tree posterior updating from multiple copula observations.

DPTreePosteriorMulti returns the D-P tree posterior given input copula data.

DPTreePosteriorMulti(x, prior, w = 1)

Arguments

• x: An array of dimension n by 2. Multiple copula data observations, with each row being a bivariate copula observation. All elements should be between 0 and 1.
• prior: A list. Should be in same format as returned from DPTreePrior.
• w: A positive number or an array of length n. Weight of data for posterior updating. Default 1.

Returns

A list. - a: An array containing the hyperparameters of D-P trees.

Examples

nsim = 10
rho = 0.9
data1 <- MASS::mvrnorm(n=nsim, mu=rep(0, 2), Sigma=matrix(c(1, rho, rho, 1), 2, 2))
data2 <- stats::pnorm(data1)
DPTreePosteriorMulti(x=data2, prior=DPTreePrior(m=4, z=1))

References

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