moment

moment.seqre_result

moment.grideval_result

Obtain Moments from a CopRe or SeqRe Result

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 

moment function

<dl><dt>obj</dt>
<dd>A <code>copre_result</code> or <code>seqre_result</code> object.</dd>
<dt>mom</dt>
<dd>A numeric scalar indicating the moment to calculate.</dd>
<dt>cntrl</dt>
<dd>A logical value indicating whether the moment should be central
or not. Defaults to <code>TRUE</code>.</dd>
<dt>grd</dt>
<dd>A numeric vector of grid values on which the density function
samples in <code>obj</code> should be calculated for trapezoidal integration.</dd></dl>

Arguments

<ul>
<li><code>moment(seqre_result)</code>: Moment calculation method for <code>seqre_result</code> objects.</li>
<li><code>moment(grideval_result)</code>: Moment calculation method for <code>grideval_result</code> objects.</li>
</ul>

Methods (by class)

Obtain Moments from a CopRe or SeqRe Result — moment

<dl>

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


<dt>mom</dt>
<dd>A numeric scalar indicating the moment to calculate.</dd>


<dt>cntrl</dt>
<dd>A logical value indicating whether the moment should be central
or not. Defaults to <code>TRUE</code>.</dd>


<dt>grd</dt>
<dd>A numeric vector of grid values on which the density function
samples in <code>obj</code> should be calculated for trapezoidal integration.</dd>

</dl>

moment: Obtain Moments from a CopRe or SeqRe Result

Description

Usage

Value

Arguments

Methods (by class)