dirichletprocess0.4.2 package

Build Dirichlet Process Objects for Bayesian Modelling

DirichletProcessHierarchicalBeta

Create a Hierarchical Dirichlet Mixture of Beta Distributions

DirichletProcessHierarchicalMvnormal2

Create a Hierarchical Dirichlet Mixture of semi-conjugate Multivariate...

DirichletProcessMvnormal

Create a Dirichlet mixture of multivariate normal distributions.

DirichletProcessMvnormal2

Create a Dirichlet mixture of multivariate normal distributions with s...

DirichletProcessBeta

Dirichlet process mixture of the Beta distribution.

DirichletProcessBeta2

Dirichlet process mixture of Beta distributions with a Uniform Pareto ...

DirichletProcessCreate

Create a Dirichlet Process object

DirichletProcessExponential

Create a Dirichlet Mixture of Exponentials

DirichletProcessGaussian

Create a Dirichlet Mixture of Gaussians

DirichletProcessGaussianFixedVariance

Create a Dirichlet Mixture of the Gaussian Distribution with fixed var...

BetaMixture2Create

Create a Beta mixture with zeros at the boundaries.

BetaMixtureCreate

Create a Beta mixing distribution.

Burn

Add burn-in to a dirichletprocess object

ChangeObservations

Change the observations of fitted Dirichlet Process.

ClusterComponentUpdate

Update the component of the Dirichlet process

ClusterLabelPredict

Predict the cluster labels of some new data.

ClusterParameterUpdate

Update the cluster parameters of the Dirichlet process.

DiagnosticPlots

Diagnostic plots for dirichletprocess objects

DirichletHMMCreate

Create a generic Dirichlet process hidden Markov Model

dirichletprocess

A flexible package for fitting Bayesian non-parametric models.

DirichletProcessWeibull

Create a Dirichlet Mixture of the Weibull distribution

ExponentialMixtureCreate

Create a Exponential mixing distribution

Fit.markov

Fit a Hidden Markov Dirichlet Process Model

Fit

Fit the Dirichlet process object

GaussianFixedVarianceMixtureCreate

Create a Gaussian Mixing Distribution with fixed variance.

GaussianMixtureCreate

Create a Normal mixing distribution

GlobalParameterUpdate

Update the parameters of the hierarchical Dirichlet process object.

HierarchicalBetaCreate

Create a Mixing Object for a hierarchical Beta Dirichlet process objec...

HierarchicalMvnormal2Create

Create a Mixing Object for a hierarchical semi-conjugate Multivariate ...

Initialise

Initialise a Dirichlet process object

Likelihood

Mixing Distribution Likelihood

LikelihoodDP

The likelihood of the Dirichlet process object

LikelihoodFunction

The Likelihood function of a Dirichlet process object.

MixingDistribution

Create a mixing distribution object

Mvnormal2Create

Create a multivariate normal mixing distribution with semi conjugate p...

MvnormalCreate

Create a multivariate normal mixing distribution

PenalisedLikelihood

Calculate the parameters that maximise the penalised likelihood.

plot.dirichletprocess

Plot the Dirichlet process object

PosteriorClusters

Generate the posterior clusters of a Dirichlet Process

PosteriorDraw

Draw from the posterior distribution

PosteriorFrame

Calculate the posterior mean and quantiles from a Dirichlet process ob...

PosteriorFunction

Generate the posterior function of the Dirichlet function

PosteriorParameters

Calculate the posterior parameters for a conjugate prior.

Predictive

Calculate how well the prior predicts the data.

print.dirichletprocess

Print the Dirichlet process object

PriorClusters

Draw prior clusters and weights from the Dirichlet process

PriorDensity

Calculate the prior density of a mixing distribution

PriorDraw

Draw from the prior distribution

PriorFunction

Generate the prior function of the Dirichlet process

PriorParametersUpdate

Update the prior parameters of a mixing distribution

StickBreaking

The Stick Breaking representation of the Dirichlet process.

true_cluster_labels

Identifies the correct clusters labels, in any dimension, when cluster...

UpdateAlpha

Update the Dirichlet process concentration parameter.

UpdateAlphaBeta

Update the α\alpha and β\beta parameter of a hidden Markov Dirichlet...

WeibullMixtureCreate

Create a Weibull mixing distribution.

weighted_function_generator

Generate a weighted function.

Perform nonparametric Bayesian analysis using Dirichlet processes without the need to program the inference algorithms. Utilise included pre-built models or specify custom models and allow the 'dirichletprocess' package to handle the Markov chain Monte Carlo sampling. Our Dirichlet process objects can act as building blocks for a variety of statistical models including and not limited to: density estimation, clustering and prior distributions in hierarchical models. See Teh, Y. W. (2011) <https://www.stats.ox.ac.uk/~teh/research/npbayes/Teh2010a.pdf>, among many other sources.

  • Maintainer: Dean Markwick
  • License: GPL-3
  • Last published: 2023-08-25