DP mixture density estimate (Neal 2000 algorithm 3)

Usage

morie_ghosal_dpmixture_density(
  x,
  alpha = 1,
  sigma = NULL,
  grid = NULL,
  n_iter = 120,
  burn = 40,
  seed = 0,
  deterministic_seed = NULL
)

Arguments

x: numeric vector
alpha, sigma: DP and within-cluster sd (sigma defaults to Silverman bw)
grid: evaluation grid
n_iter, burn, seed: Gibbs settings
deterministic_seed: Optional integer; if supplied, RNG state is derived via morie_det_rng() keyed on ("ghdpm", deterministic_seed) so Py<->R streams agree on the canonical fixture. When NULL (default) behaviour is unchanged.

Value

named list with estimate, grid, density, k_post, n

Examples

morie_ghosal_dpmixture_density(x = rnorm(50))
#> $estimate
#> [1] 0.02216384
#> 
#> $grid
#>  [1] -2.48007678 -2.36405629 -2.24803579 -2.13201529 -2.01599479 -1.89997429
#>  [7] -1.78395379 -1.66793330 -1.55191280 -1.43589230 -1.31987180 -1.20385130
#> [13] -1.08783081 -0.97181031 -0.85578981 -0.73976931 -0.62374881 -0.50772832
#> [19] -0.39170782 -0.27568732 -0.15966682 -0.04364632  0.07237417  0.18839467
#> [25]  0.30441517  0.42043567  0.53645617  0.65247667  0.76849716  0.88451766
#> [31]  1.00053816  1.11655866  1.23257916  1.34859965  1.46462015  1.58064065
#> [37]  1.69666115  1.81268165  1.92870214  2.04472264  2.16074314  2.27676364
#> [43]  2.39278414  2.50880463  2.62482513  2.74084563  2.85686613  2.97288663
#> [49]  3.08890713  3.20492762  3.32094812
#> 
#> $density
#>  [1] 0.0015437106 0.0027172594 0.0047552143 0.0081997591 0.0138292027
#>  [6] 0.0226803415 0.0360165477 0.0552119893 0.0815333122 0.1158255939
#> [11] 0.1581465814 0.2074323426 0.2613031290 0.3161144186 0.3673153803
#> [16] 0.4100996269 0.4402415534 0.4549372987 0.4534423150 0.4373316360
#> [21] 0.4102946622 0.3774855686 0.3445514182 0.3165313174 0.2968541518
#> [26] 0.2866583719 0.2846100392 0.2872973984 0.2901364664 0.2885657806
#> [31] 0.2791993956 0.2606042877 0.2334903939 0.2003061569 0.1644322272
#> [36] 0.1292752136 0.0975447746 0.0708778068 0.0498216105 0.0340720803
#> [41] 0.0228182520 0.0150654065 0.0098644724 0.0064321485 0.0041833843
#> [46] 0.0027113274 0.0017461909 0.0011133944 0.0007002802 0.0004331843
#> [51] 0.0002630151
#> 
#> $k_post
#> [1] 6.4375
#> 
#> $n
#> [1] 50
#> 
#> $alpha
#> [1] 1
#> 
#> $sigma
#> [1] 0.4441678
#> 
#> $method
#> [1] "DP-mixture density via collapsed Gibbs (Neal 2000 Alg 3)"
#>