vFromP

<p>Get v from p (DP inverse stick breaking)
Note: p is assumed to have length L, i.e. it does NOT contain p_0</p>

internal

Implementations of Bayesian parametric, nonparametric and semiparametric procedures for univariate and multivariate time series. The package is based on the methods presented in C. Kirch et al (2018) <doi:10.1214/18-BA1126> and A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470>. It was supported by DFG grant KI 1443/3-1.

Alexander Meier

beyondWhittle

Bayesian Spectral Inference for Stationary Time Series

Claudia Kirch

Matthew C. Edwards

Renate Meyer

vFromP function

Get v from p (DP inverse stick breaking)
Note: p is assumed to have length L, i.e. it does NOT contain p_0 — vFromP

Get v from p (DP inverse stick breaking)
Note: p is assumed to have length L, i.e. it does NOT contain p_0

vFromP: Get v from p (DP inverse stick breaking) Note: p is assumed to have length L, i.e. it does NOT contain p_0

Description

Usage

Arguments