Create a Hierarchical Dirichlet Mixture of semi-conjugate Multivariate Normal Distributions

Source: R/dirichlet_process_hierarchical_mvnormal2.R

Create a Hierarchical Dirichlet Mixture of semi-conjugate Multivariate Normal Distributions

DirichletProcessHierarchicalMvnormal2(dataList, g0Priors,
  gammaPriors = c(2, 4), alphaPriors = c(2, 4), numSticks = 50,
  numInitialClusters = 1, mhDraws = 250)

Arguments

dataList

List of data for each separate Dirichlet mixture object
g0Priors

Prior Parameters for the top level base distribution.
gammaPriors

Prior parameters for the top level concentration parameter.
alphaPriors

Prior parameters for the individual parameters.
numSticks

Truncation level for the Stick Breaking formulation.
numInitialClusters

Number of clusters to initialise with.
mhDraws

Number of Metropolis-Hastings samples to perform for each cluster update.

Value

dpobjlist A Hierarchical Dirichlet Process object that can be fitted, plotted etc.