The Stick Breaking Function
Computes probabilities based on stick breaking construction.
stick_breaking(z, log = 0)
z |
vector argument. |
log |
logical; if |
The stick breaking function produces a vector of probabilities that add up to one,
based on a series of individual probabilities in z, which define the breaking
points relative to the remaining stick length. The first element of z determines
the first probability based on breaking a proportion z[1] from a stick of length one.
The second element of z determines the second probability based on breaking a
proportion z[2] from the remaining stick (of length 1-z[1]), and so forth.
Each element of z should be in
(0,1).
The returned vector has length equal to the length of z plus 1.
If z[k] is equal to 1 for any k, then the returned vector has length smaller than z.
If one of the components is smaller than 0 or greater than 1, NaNs are returned.
Claudia Wehrhahn
Sethuraman, J. (1994). A constructive definition of Dirichlet priors. Statistica Sinica, 639-650.
z <- rbeta(5, 1, 1) stick_breaking(z) ## Not run: cstick_breaking <- compileNimble(stick_breaking) cstick_breaking(z) ## End(Not run)
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