Add method dAllIndicators to all DP family distributions. dAllIndicators will return the probabilities of all the possible values of the hidden indicator variables.
rPosteriorPredictive.HDP and rPosteriorPredictive.HDP2 return samples with unexpected name such as “z.z”.Error in obj$Z$Z2[[j]] : subscript out of bounds when rPosteriorPredictive.HDP try to draw samples from an unrecorded group.Enhance documentations.
Add features and enhance documentations. Fix minor bugs.
New Model Structures: + Linear Gaussian system. + Gaussian and Gaussian conjugate structure. + Gaussian and Inverse-Wishart conjugate structure.
New Inference Tasks: + Sample from the posterior distribution. + Calculate density values from the posterior distribution.
New Distributions: + Inverse Gamma distribution. + Wishart and Inverse-Wishart distributions.
Fixed bug: rGaussian returns “non-conformable arrays” error when sample mean “mu” is a 1 column matrix.
Reformat all the function documentations, now they are more readable.
Fix bug.
Fixed bug: posterior.CatHDP, posteriorDiscard.CatHDP, posterior.CatHDP2,posteriorDiscard.CatHDP2 update posterior improperly when sample weight “w” is not NULL.
This is the first release of bbricks.
New Model Structures: + Gaussian and NIW conjugate. + Gaussian and NIG conjugate. + Categorical and Dirichlet conjugate. + Categorical and Dirichlet process. + Categorical and + Dirichlet process. + Hierarchical Dirichlet process. + Hierarchical Dirichlet process with two layers of hierarchies.
New Inference Tasks: + Update posterior info. + Calculate sample sufficient statistics. + Calculate MAP estimate. + Calculate marginal likelihood. + Calculate posterior predictive density. + Sample from posterior predictive distribution.
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