DirichletProcessCreate function

Create a Dirichlet Process object

Create a Dirichlet Process object

Using a previously created Mixing Distribution Object (mdObject) create a Dirichlet process object. ``alphaPriorParameters` sets the parameters for alpha using the shape-rate specification of the gamma distribution.

DirichletProcessCreate( x, mdObject, alphaPriorParameters = c(1, 1), mhDraws = 250 )

Arguments

  • x: Data
  • mdObject: Mixing Distribution Object
  • alphaPriorParameters: Prior parameters for the concentration parameter of the Dirichlet Process
  • mhDraws: Number of posterior samples to take in the nonconjugate case