BNPmix (version 0.2.5)

MAR_mv: C++ function to estimate Pitman-Yor multivariate mixtures via marginal sampler - LOCATION SCALE

Description

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

Arguments

data

a matrix of observations

grid

matrix of points to evaluate the density

niter

number of iterations

nburn

number of burn-in iterations

m0

expectation of location component

k0

tuning parameter of variance of location component

S0

parameter of scale component

n0

parameter of scale component

m1

mean of hyperprior distribution of m0

S1

covariance of hyperprior distribution of m0

tau1

shape parameter of hyperprior distribution of k0

tau2

rate parameter of hyperprior distribution of k0

theta1

df of hyperprior distribution of S0

Theta1

matrix of hyperprior distribution of S0

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)

sigma_PY

second parameter of PY

print_message

print the status

light_dens

if TRUE return only the posterior mean of the density

hyper,

if TRUE use hyperpriors, default TRUE