BNPmix (version 0.2.5)

cICS_mv_P: C++ function to estimate Pitman-Yor multivariate mixtures via importance conditional sampler - PRODUCT KERNEL

Description

C++ function to estimate Pitman-Yor multivariate mixtures via importance conditional sampler - PRODUCT KERNEL

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

vector, scale parameters for the location component

a0

vector, parameters of scale component

b0

vector, parameters of scale component

m1

means of hyperdistribution of m0

s21

variances of hyperdistribution of m0

tau1

shape parameters of hyperdistribution of k0

tau2

rate parameters of hyperdistribution of k0

a1

shape parameters of hyperdistribution of b0

b1

rate parameters of hyperdistribution of b0

strength

strength parameter

napprox

number of approximating values

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)

discount

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