PYcalibrate

The function <code>PYcalibrate</code> elicits the strength parameter of the Pitman-Yor
process, given the discount parameter and the prior expected number of clusters.

Functions to perform Bayesian nonparametric univariate and multivariate density estimation and clustering, by means of Pitman-Yor mixtures, and dependent Dirichlet process mixtures for partially exchangeable data. See Corradin et al. (2021) <doi:10.18637/jss.v100.i15> for more details.

Riccardo Corradin

BNPmix

Bayesian Nonparametric Mixture Models

PYcalibrate function

<dl><dt>Ek</dt>
<dd>prior expected number of cluster;</dd>
<dt>n</dt>
<dd>sample size;</dd>
<dt>discount</dt>
<dd>discount parameter; default is set equal to 0, corresponding to a Dirichlet process prior.</dd></dl>

Arguments

Pitman-Yor prior elicitation — PYcalibrate

<dl>

<dt>Ek</dt>
<dd>prior expected number of cluster;</dd>


<dt>n</dt>
<dd>sample size;</dd>


<dt>discount</dt>
<dd>discount parameter; default is set equal to 0, corresponding to a Dirichlet process prior.</dd>

</dl>

PYcalibrate: Pitman-Yor prior elicitation

Description

Usage

Value

Arguments

Examples