prior.pois {StepSignalMargiLike} | R Documentation |
This function computes the Pois prior proposed in Du, Kao
and Kou (2015), which is used under the Poisson assumption
with conjugate prior. The data is assumed to follow
Poisson(\lambda
), where \lambda
is assumed to
have Beta prior with shape parameters \alpha
and
\beta
.
prior.pois(data.x)
data.x |
Observed data in vector form where each element represents a single observation. |
See Manual.pdf in "data" folder.
Vector for prior parameters in the order of (\alpha,
\beta
)
Chao Du, Chu-Lan Michael Kao and S. C. Kou (2015), "Stepwise Signal Extraction via Marginal Likelihood". Forthcoming in Journal of American Statistical Association.
n <- 20
data.x <- rpois(n, 1)
data.x <- c(data.x, rpois(n, 10))
data.x <- c(data.x, rpois(n, 50))
data.x <- c(data.x, rpois(n, 20))
data.x <- c(data.x, rpois(n, 80))
prior.pois(data.x)