DirichletProcessMvnormal function

Create a Dirichlet mixture of multivariate normal distributions.

$G_0 (\boldsymbol{\mu} , \Lambda | \boldsymbol{\mu _0} , \kappa _0, \nu _0, T_0) = N ( \boldsymbol{\mu} | \boldsymbol{\mu _0} , (\kappa _0 \Lambda )^{-1} ) \mathrm{Wi} _{\nu _0} (\Lambda | T_0)$

DirichletProcessMvnormal(
  y,
  g0Priors,
  alphaPriors = c(2, 4),
  numInitialClusters = 1
)

Arguments

• y: Data
• g0Priors: Prior parameters for the base distribution.
• alphaPriors: Alpha prior parameters. See UpdateAlpha.
• numInitialClusters: Number of clusters to initialise with.