Create a Dirichlet Mixture of Exponentials

This is the constructor function to produce a dirichletprocess object with a Exponential mixture kernel with unknown rate. The base measure is a Gamma distribution that is conjugate to the posterior distribution.

DirichletProcessExponential(y, g0Priors = c(0.01, 0.01),
  alphaPriors = c(2, 4))

Arguments

y	Data
g0Priors	Base Distribution Priors \(\alpha _0 , \beta _0)\)
alphaPriors	Alpha prior parameters. See UpdateAlpha.

Value

Dirichlet process object

Details

\(G_0(\theta | \alpha _0, \beta_0) = \mathrm{Gamma} \left(\theta | \alpha_0, \beta_0 \right)\)