DirichletProcessMvnormal2 function

Create a Dirichlet mixture of multivariate normal distributions with semi-conjugate prior.

DirichletProcessMvnormal2(y, g0Priors, alphaPriors = c(2, 4))

Arguments

• y: Data
• g0Priors: Prior parameters for the base distribution.
• alphaPriors: Alpha prior parameters. See UpdateAlpha.