DirichletProcessHierarchicalMvnormal2 function

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.