Create a Dirichlet mixture of multivariate normal distributions.

Source: R/dirichlet_process_mvnormal.R

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

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.