BNPdensity (version 2019.9.11)

gs3: Conditional posterior distribution of latent U

Description

This function simulates from the conditional posterior distribution of the latent U.

Usage

gs3(ut, n, r, alpha, beta, gama, delta)

Details

For internal use.

Examples

# NOT RUN {
## The function is currently defined as
function(ut, n = 200, r = 20, alpha = 1, beta = 1, gama = 1 / 2,
         delta = 2) {
  w <- ut
  ratio <- NaN
  while (is.nan(ratio)) {
    v <- ustar <- rgamma(1, shape = delta, rate = delta / ut)
    vw <- v / w
    vb <- v + beta
    wb <- w + beta
    A <- vw^(n - 2 * delta)
    B <- (vb / wb)^(r * gama - n)
    D <- vb^gama - wb^gama
    E <- 1 / vw - vw
    ratio <- A * B * exp(-alpha / gama * D - delta * E)
  }
  p <- min(1, ratio)
  u <- ifelse(runif(1) <= p, ustar, ut)
  return(u)
}
# }