bnp

Some older Bayesian nonparametrics research.
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commit 29f9e4a3e7513a3fae8d1c152cce2717a31a5bdd
parent 2e8a32407c02d2d260cace4d8981094e7a7f0a17
Author: Jared Tobin <jared@jtobin.ca>
Date:   Wed, 24 Feb 2016 15:21:54 +1300

Add Dirichlet process.

Diffstat:
Adirichlet-process/src/dp.r | 15+++++++++++++++
1 file changed, 15 insertions(+), 0 deletions(-)

diff --git a/dirichlet-process/src/dp.r b/dirichlet-process/src/dp.r @@ -0,0 +1,15 @@ +BNP_DIR = "/Users/jtobin/projects/bnp" +SBP_SRC = paste(BNP_DIR, "stick-breaking-process/src/sbp.r", sep = "/") + +source(SBP_SRC) + +# ex: gaussian base measure +# +# > dp(10, 1, function() { rnorm(1) }) +dp = function(n, a, h) { + p = sbp(n - 1, a) + g = replicate(length(p), h()) + list(p, g) + } + +