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AntMAN (version 1.1.0)

AM_mix_weights_prior_gamma: specify a prior on the hyperparameter \(\gamma\) for the Dirichlet mixture weights prior

Description

Generate a configuration object to specify a prior on the hyperparameter \(\gamma\) for the Dirichlet prior on the mixture weights. We assume \(\gamma \sim Gamma(a,b)\). Alternatively, we can fix \(\gamma\) to a specific value. Default is \(\gamma=1/N\), where N is the number of observations. In AntMAN we assume the following parametrization of the Gamma density: $$p(x\mid a,b )= \frac{b^a x^{a-1}}{\Gamma(a)} \exp\{ -bx \}, \quad x>0.$$

Usage

AM_mix_weights_prior_gamma(a = NULL, b = NULL, gamma = NULL, init = NULL)

Arguments

a

The shape parameter a of the Gamma prior.

b

The rate parameter b of the Gamma prior.

gamma

It allows to fix \(\gamma\) to a specific value.

init

The init value for \(\gamma\), when we assume \(\gamma\) random.

Value

A AM_mix_weights_prior object. This is a configuration list to be used as mix_weight_prior argument for AM_mcmc_fit.

Examples

Run this code
# NOT RUN {
AM_mix_weights_prior_gamma (a=1, b=1)
AM_mix_weights_prior_gamma (a=1, b=1, init=1)
AM_mix_weights_prior_gamma (gamma = 3)
AM_mix_weights_prior_gamma () 
# }

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