DirichletProcessExponential function

Create a Dirichlet Mixture of Exponentials

This is the constructor function to produce a dirichletprocess object with a Exponential mixture kernel with unknown rate. The base measure is a Gamma distribution that is conjugate to the posterior distribution.

DirichletProcessExponential(y, g0Priors = c(0.01, 0.01), alphaPriors = c(2, 4))

Arguments

• y: Data
• g0Priors: Base Distribution Priors $\alpha _0 , \beta _0)$
• alphaPriors: Alpha prior parameters. See UpdateAlpha.

Returns

Dirichlet process object

Details

$G_0(\theta | \alpha _0, \beta_0) = \mathrm{Gamma} \left(\theta | \alpha_0, \beta_0 \right)$