[R] help on sampling from Dirichlet process

From: Finosaur <mouandny_at_gmail.com>
Date: Sun 17 Sep 2006 - 10:12:20 GMT


I have a question on Dirichlet process. I am using a Dirichlet process as a prior. So I end up with a mixture distribution with a continuous component and a random number of discrete components at some mass-points. I tried some algorithms, but it's too too inefficient. Anyone know some efficient algorithm? Any easy-to-read paper or some templates? Thanks a lot. I am so frustrated.


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