DirichletProcessHierarchicalMvnormal2 function

Create a Hierarchical Dirichlet Mixture of semi-conjugate Multivariate Normal Distributions

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 )

Arguments

  • dataList: List of data for each separate Dirichlet mixture object
  • g0Priors: 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.

Returns

dpobjlist A Hierarchical Dirichlet Process object that can be fitted, plotted etc.