Posterior mean / variance of G(A) for DP(alpha, G0) and A = (A_lower, A_upper] — morie_ghosal_moment_matching • rmorie

Posterior mean / variance of G(A) for DP(alpha, G0) and A = (A_lower, A_upper]

Usage

morie_ghosal_moment_matching(
  x,
  alpha = 1,
  A_lower = NULL,
  A_upper = NULL,
  base_mean = 0,
  base_sd = 1
)

Arguments

x: Numeric data vector.
alpha: DP concentration parameter (default 1).
A_lower: Optional numeric lower bound of set A (default -Inf).
A_upper: Optional numeric upper bound of set A (default mean(x)).
base_mean: Numeric base-measure mean (default 0).
base_sd: Numeric base-measure sd (default 1).

Value

Named list with estimate, se, prior_mean, prior_var, n_A, n, alpha, method.

Examples

set.seed(1)
morie_ghosal_moment_matching(x = rnorm(50))
#> $estimate
#> [1] 0.5007844
#> 
#> $se
#> [1] 0.06933744
#> 
#> $prior_mean
#> [1] 0.5400058
#> 
#> $prior_var
#> [1] 0.1241998
#> 
#> $n_A
#> [1] 25
#> 
#> $n
#> [1] 50
#> 
#> $alpha
#> [1] 1
#> 
#> $method
#> [1] "DP moment-matching (Ferguson 1973)"
#>