\(G_0 (\boldsymbol{\mu} , \Lambda | \boldsymbol{\mu _0} , \kappa _0, \nu _0, T_0) = N ( \boldsymbol{\mu} | \boldsymbol{\mu _0} , (\kappa _0 \Lambda )^{-1} ) \mathrm{Wi} _{\nu _0} (\Lambda | T_0)\)

DirichletProcessMvnormal(y, g0Priors, alphaPriors = c(2, 4),
  numInitialClusters = 1)

Arguments

y

Data

g0Priors

Prior parameters for the base distribution.

alphaPriors

Alpha prior parameters. See UpdateAlpha.

numInitialClusters

Number of clusters to initialise with.