BNPmix (version 0.2.5)

MAR_L: C++ function to estimate Pitman-Yor univariate mixtures via marginal sampler - LOCATION

Description

C++ function to estimate Pitman-Yor univariate mixtures via marginal sampler - LOCATION

Arguments

data

a vector of observations

grid

vector to evaluate the density

niter

number of iterations

nburn

number of burn-in iterations

m0

expectation of location component

s20

variance of location component

a0

parameter of scale component

b0

parameter of scale component

m1

hyperparameter, mean of distribution of m0

k1

hyperparameter, scale factor of distribution of m0

a1

hyperparameter, shape of distribution of s20

b1

hyperparameter, scale of distribution of s20

mass

mass parameter

nupd

number of iterations to show current updating

out_param

if TRUE, return also the location and scale paramteres lists

out_dens

if TRUE, return also the estimated density (default TRUE)

process

if 0 DP, if 1 PY

sigma_PY

discount parameter

print_message

print the status

hyper,

if TRUE use hyperpriors, default TRUE