Utilities.md

Utility Functions

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Resample Concentration Parameter

The concentration parameter using in Dirichlet process models can be resampled using the approach by Escobar and West using:

resampleα(α::Float64, N::Int, K::Int)

where N is the number of observations and K the number of clusters.

Optional Arguments

k = 1.0 # shape of Gamma distribution
Θ = 1.0 # scale of Gamma distribution
maxiter = 1 # number of iterations of the sampling proceedure

Randomly select an Index

We can randomly draw an index from a probability table using:

index::Int = randomindex(p::Vector)

the index will be drawn proportional to the un-normalized probabilities in p.