multibridge (version 1.1.0)

tdir_backtrans: Backtransforms Samples From Real Line To Dirichlet Parameters

Description

Transforms samples from the real line to samples from a truncated Dirichlet density using a stick-breaking algorithm. This algorithm is suitable for mixtures of equality constrained parameters, inequality constrained parameters, and free parameters

Usage

tdir_backtrans(
  xi_mat,
  boundaries,
  mult_equal,
  nr_mult_equal,
  nr_mult_free,
  hyp_direction
)

Value

list consisting of the following elements: (1) theta_mat: matrix with transformed samples (2) lower_mat: matrix containing the lower bound for each parameter (3) upper_mat: matrix containing the upper bound for each parameter

Arguments

xi_mat

matrix with samples from truncated Dirichlet density. These samples should be transformed, so they range over the entire real line

boundaries

list containing indices for upper and lower truncation boundaries

mult_equal

multiplicative elements for each lower and upper bound of each inequality constrained parameter.

nr_mult_equal

vector of multiplicative elements of collapsed parameters

nr_mult_free

vector of multiplicative elements of free parameters

hyp_direction

specifies whether the imposed inequality constrained imposes an increasing (i.e., 'smaller') or decreasing (i.e., 'larger') trend