BNPdensity (version 2019.7.9)

gsHP: Updates the hyper-parameters of py0

Description

This function updates the hyper-parameters of the centering distribution py0.

Usage

gsHP(ystar, rstar, distr)

Details

For internal use.

Examples

# NOT RUN {
## The function is currently defined as
function (ystar, rstar, distr) 
{
    if (distr == 1) {
        mu0 <- 0 
        s0 <- 0.01
        q1 <- 0.1
        q2 <- 0.1
        a <- q1 + rstar/2
        b <- q2 + (rstar-1)*var(ystar)/2 + s0*rstar*(mean(ystar)-mu0)^2/2/(s0+rstar)
        t2 <- rgamma(1, shape = a, rate = b)
        a <- (s0*mu0+sum(ystar))/(s0+rstar)
        b <- (s0+rstar)*t2
        t1 <- rnorm(1, mean = a, sd = 1/sqrt(b))
        mu.py0 <- t1 
        sigma.py0 <- 1/sqrt(t2)
    }
    else if (distr == 2) {
        q1 <- 0.01
        q2 <- 0.01
        t1 <- rgamma(1, shape = q1 + rstar, rate = q2 + sum(ystar))
        mu.py0 <- sigma.py0 <- 1/t1
    }
    else if (distr == 3) {
        q1 <- 0.01
        q2 <- 0.01
        t1 <- rgamma(1, shape = q1 + rstar, rate = q2 - sum(log(ystar)))
        mu.py0 <- t1 / (t1 + 1)
        sigma.py0 <- sqrt(t1/(t1+1)^2/(t1+2))
    }
    else {
        stop("Argument \"distr\" should be defined numeric with possible values 1,2 or 3")
    }
    return(list(mu.py0 = mu.py0, sigma.py0 = sigma.py0))
  }
# }