bnp

commit 8f77d72e1df13ab75965a3ed1d97c86ce9585278
parent dce62753db135a1aa27dc4af62e59cd6f8d7555c
Author: Jared Tobin <jared@jtobin.ca>
Date:   Mon, 15 Feb 2016 15:16:02 +1300

Add stick breaking process.

Diffstat:
A
stick-breaking-process/src/sbp.r
 | 
17
+++++++++++++++++

1 file changed, 17 insertions(+), 0 deletions(-)
diff --git a/stick-breaking-process/src/sbp.r b/stick-breaking-process/src/sbp.r
@@ -0,0 +1,17 @@
+sbp = function(n, a) {
+  bundle = list(0, numeric(0))
+  for (j in seq(n)) {
+    bundle = snap(bundle[[1]], bundle[[2]], a)
+    }
+  bundle[[2]]
+  }
+
+snap = function(acc, bun, a) {
+  b      = rbeta(1, 1, a)
+  stick  = exp(log(b) + acc)
+
+  nacc = log (1 - b) + acc
+  nbun = c(bun, stick)
+  list(nacc, nbun)
+  }
+