Empirical-Bayes alpha MLE for a DP, given the observed K_n

Empirical-Bayes alpha MLE for a DP, given the observed K_n

Usage

morie_ghosal_empirical_bayes(x, alpha_grid = NULL)

Arguments

x

Numeric data vector.

alpha_grid

Optional numeric grid of alpha values to maximise over.

Value

Named list with estimate (alpha-hat), K_n, log_lik_at_estimate, n, method.

Examples

set.seed(1)
morie_ghosal_empirical_bayes(x = rnorm(50))
#> $estimate
#> [1] 1.98343
#> 
#> $K_n
#> [1] 7
#> 
#> $log_lik_at_estimate
#> [1] -147.5574
#> 
#> $n
#> [1] 50
#> 
#> $method
#> [1] "Empirical-Bayes alpha for DP (Antoniak 1974 MLE)"
#>