bnp

commit 2642db77d9ff7cb7cbabaaf4430f9b93824634a9
parent 8f77d72e1df13ab75965a3ed1d97c86ce9585278
Author: Jared Tobin <jared@jtobin.ca>
Date:   Mon, 15 Feb 2016 21:31:34 +1300

Add Pitman-Yor.

Diffstat:
A
pitman-yor/src/pitman_yor.r
 | 
16
++++++++++++++++

1 file changed, 16 insertions(+), 0 deletions(-)
diff --git a/pitman-yor/src/pitman_yor.r b/pitman-yor/src/pitman_yor.r
@@ -0,0 +1,16 @@
+
+pitman_yor = function(n, a, b) {
+  bundle = rbeta(1, 1 - a, b + a)
+  for (j in seq(n)) {
+    bundle = snap(bundle, a, b, j + 1)
+  }
+  bundle
+  }
+
+snap = function(acc, a, b, k) {
+  v = rbeta(1, 1 - a, b + k * a)
+  p = v * (1 - sum(acc))
+  c(acc, p)
+  }
+
+