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rnormm
2009 Feb 21
0
density estimation for d>2 for the DPpackage
...t,
I am trying to estimate a 3 dimensional density through the DPpackage.
For example
# model
sigma <- matrix(c(0.1,0.05,0.05,0.05,0.1,0.05,0.05,0.05,0.1), ncol=3)
rnormm<- rmvnorm(n=100, mean=c(5,100,150), sigma=sigma)
sigma2 <- matrix(c(10,0.05,0.05,0.05,10,0.05,0.05,0.05,10), ncol=3)
rnormm2<- rmvnorm(n=100, mean=c(20,1,110), sigma=sigma)
rnormm<-rbind(rnormm,rnormm2)
#with the following priors
# Prior information
s2<-matrix(c(2,0,0,0,2,0,0,0,2),ncol=3)
m2<-c(5,10,15)
psiinv2<-solve(matrix(c(10000,0,0,0,1,0,0,0,2),ncol=3))
prior<-list(a0=1,b0=1/5,nu1=4,nu2=4,s2=s2,...