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.
dirichletprocess
DirichletProcessExponential(y, g0Priors = c(0.01, 0.01), alphaPriors = c(2, 4))
y
g0Priors
alphaPriors
UpdateAlpha
Dirichlet process object
G0(θ∣α0,β0)=Gamma(θ∣α0,β0)G_0(\theta | \alpha _0, \beta_0) = \mathrm{Gamma} \left(\theta | \alpha_0, \beta_0 \right)G0(θ∣α0,β0)=Gamma(θ∣α0,β0)
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