Create a Hierarchical Dirichlet Mixture of semi-conjugate Multivariate Normal Distributions
DirichletProcessHierarchicalMvnormal2( dataList, g0Priors, gammaPriors = c(2, 4), alphaPriors = c(2, 4), numSticks = 50, numInitialClusters = 1, mhDraws = 250 )
dataList
: List of data for each separate Dirichlet mixture objectg0Priors
: Prior Parameters for the top level base distribution.gammaPriors
: Prior parameters for the top level concentration parameter.alphaPriors
: Prior parameters for the individual parameters.numSticks
: Truncation level for the Stick Breaking formulation.numInitialClusters
: Number of clusters to initialise with.mhDraws
: Number of Metropolis-Hastings samples to perform for each cluster update.dpobjlist A Hierarchical Dirichlet Process object that can be fitted, plotted etc.
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