Bayesian nonparametric DP Gaussian mixture via dirichletprocess
Source:R/extenders_nonparam.R
morie_dp_gaussian_mixture.RdThin extender over
dirichletprocess::DirichletProcessGaussian +
dirichletprocess::Fit for a Bayesian nonparametric
Dirichlet-process Gaussian mixture model (Ross & Markwick, 2018;
MacEachern, 1994). Constructs the DP object on y and
then runs the Gibbs sampler for iterations sweeps.
Arguments
- y
Numeric vector of observations to model with the DP Gaussian mixture.
- iterations
Integer; number of Gibbs-sampler iterations to run via
dirichletprocess::Fit(default1000).- ...
Further arguments forwarded to
dirichletprocess::DirichletProcessGaussian(e.g.g0Priors,alphaPriors,mhDraws,verbose).
Value
A list with
$method = "dirichletprocess::DirichletProcessGaussian + Fit"
and $raw (the fitted dirichletprocess object
after the Gibbs run, containing the cluster assignments,
cluster parameters, and concentration-parameter trace).
Examples
if (FALSE) { # \dontrun{
if (requireNamespace("dirichletprocess", quietly = TRUE)) {
set.seed(1)
y <- c(stats::rnorm(50, -2), stats::rnorm(50, 2))
morie_dp_gaussian_mixture(y, iterations = 200)
}
} # }