dirichletprocess (version 0.2.0)

UpdateAlpha: Update the Dirichlet process concentration parameter.

Description

Using the procedure outlined in West (1992) we sample the concentration parameter of the Dirichlet process. See reference for further details.

Usage

UpdateAlpha(dpobj)

Arguments

dpobj

Dirichlet process object.

Value

A Dirichlet process object with updated concentration parameter.

References

West, M. (1992). Hyperparameter estimation in Dirichlet process mixture models. ISDS Discussion Paper# 92-A03: Duke University.