bnp

Some older Bayesian nonparametrics research.
git clone git://git.jtobin.io/bnp.git
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sbp.r (334B)


      1 sbp = function(n, a) {
      2   bundle = list(0, numeric(0))
      3   for (j in seq(n)) {
      4     bundle = snap(bundle[[1]], bundle[[2]], a)
      5     }
      6   c(bundle[[2]], 1 - sum(bundle[[2]]))
      7   }
      8 
      9 snap = function(acc, bun, a) {
     10   b      = rbeta(1, 1, a)
     11   stick  = exp(log(b) + acc)
     12 
     13   nacc = log (1 - b) + acc
     14   nbun = c(bun, stick)
     15   list(nacc, nbun)
     16   }
     17