HierarchicalMvnormal2Create function

Create a Mixing Object for a hierarchical semi-conjugate Multivariate Normal Dirichlet process object.

Create a Mixing Object for a hierarchical semi-conjugate Multivariate Normal Dirichlet process object.

HierarchicalMvnormal2Create( n, priorParameters, alphaPrior, gammaPrior, num_sticks )

Arguments

  • n: Number of data sets
  • priorParameters: The prior parameters for the top level base distribution.
  • alphaPrior: Individual level concentration parameter priors.
  • gammaPrior: Concentration parameter for the top level priors.
  • num_sticks: Number of stick breaking values to use.

Returns

A mixing distribution object.