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DPtree (version 1.0.1)

Dirichlet-Based Polya Tree

Description

Contains functions to perform copula estimation by the non-parametric Bayesian method, Dirichlet-based Polya Tree. See Ning (2018) .

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Version

Install

install.packages('DPtree')

Monthly Downloads

185

Version

1.0.1

License

MIT + file LICENSE

Maintainer

Shaoyang Ning

Last Published

June 19th, 2018

Functions in DPtree (1.0.1)

SampleDPTreeDensity

Sample a copula observation from a realized distribution from D-P tree.
RealizeDPTree

Sampling a realized distribution from the D-P Tree.
DPTreePrior

Generating the standard D-P Tree prior
DPTreePosterior

D-P tree posterior updating from a single copula observation.
pDPTreeRealize

The disitribution function for realized distribution from D-P tree.
DPTreePosteriorMulti

D-P tree posterior updating from multiple copula observations.
dDPTreeRealize

The disitribution function for realized distribution from D-P tree.
DPTreeDensity

Calculating sub-partition probabiltiy measures for a realized distribution from D-P tree.
DPTreePMeanDensity

Calculating sub-partition probabiltiy measures for the posterior mean distribution from D-P tree.