$.grideval_result

[[.grideval_result

grideval

grideval.copre_result

grideval.seqre_result

Grid evaluation of <code>copre_result</code> and <code>seqre_result</code> objects

Performs Bayesian nonparametric density estimation using Martingale
posterior distributions including the Copula Resampling (CopRe) algorithm.
Also included are a Gibbs sampler for the marginal Gibbs-type mixture model and
an extension to include full uncertainty quantification via a predictive
sequence resampling (SeqRe) algorithm. The CopRe and SeqRe samplers generate
random nonparametric distributions as output, leading to complete nonparametric
inference on posterior summaries. Routines for calculating arbitrary
functionals from the sampled distributions are included as well as an important
algorithm for finding the number and location of modes, which can then be used
to estimate the clusters in the data using, for example, k-means.
Implements work developed in Moya B., Walker S. G. (2022).
<doi:10.48550/arxiv.2206.08418>, Fong, E., Holmes, C., Walker, S. G. (2021)
<doi:10.48550/arxiv.2103.15671>, and Escobar M. D., West, M. (1995)
<doi:10.1080/01621459.1995.10476550>.

Blake Moya

copre

Tools for Nonparametric Martingale Posterior Sampling

The University of Texas at Austin 

$.grideval_result function

<dl><dt>obj</dt>
<dd>A <code>copre_result</code> or <code>seqre_result</code> object.</dd>
<dt>name</dt>
<dd>The name of the attribute to access (i.e. <code>func</code>, <code>grid</code>, or
<code>args</code>).</dd>
<dt>i</dt>
<dd>A numeric vector of sample indices.</dd>
<dt>grd</dt>
<dd>For <code>seqre_result</code> objects, a numeric vector of <code>m</code> grid points.</dd>
<dt>func</dt>
<dd>Either 'distribution', 'density', or 'gradient'.</dd>
<dt>nthreads</dt>
<dd>The number of parallel threads to launch with OpenMP.</dd></dl>

Arguments

<ul>
<li><code>grideval(copre_result)</code>: Grid evaluation method for <code>copre_result</code> objects.</li>
<li><code>grideval(seqre_result)</code>: Grid evaluation method for <code>seqre_result</code>
objects.</li>
</ul>

Methods (by class)

<ul>
<li><code>$</code>: Attribute access method for <code>grideval_result</code> objects</li>
<li><code>[[</code>: Subset method for <code>grideval_result</code> objects</li>
</ul>

Functions

Grid evaluation of copre_result and seqre_result objects — $.grideval_result

<dl>

<dt>obj</dt>
<dd>A <code>copre_result</code> or <code>seqre_result</code> object.</dd>


<dt>name</dt>
<dd>The name of the attribute to access (i.e. <code>func</code>, <code>grid</code>, or
<code>args</code>).</dd>


<dt>i</dt>
<dd>A numeric vector of sample indices.</dd>


<dt>grd</dt>
<dd>For <code>seqre_result</code> objects, a numeric vector of <code>m</code> grid points.</dd>


<dt>func</dt>
<dd>Either 'distribution', 'density', or 'gradient'.</dd>


<dt>nthreads</dt>
<dd>The number of parallel threads to launch with OpenMP.</dd>

</dl>

$.grideval_result: Grid evaluation of `copre_result` and `seqre_result` objects

Description

Usage

Value

Arguments

Methods (by class)

Functions