Description:

This source directory contains library routines that provide alternative ways of computing generalised second order Stirling numbers used in working with Pitman-Yor and Dirichlet processes (PYP and DP). Included is library routines for posterior sampling on the discount and concentration parameters of the PYP/DP.

Tested on a few versions on Ubuntu Linux and MacOSX. Requires the GSL (GNU Scientific Library) for polygamma functions.

Changes to previous version:

Version 1.2 does a bug fix for sampleb() when a>0, and also adds generic integer types for the stats passed to the hyperparameter samplers.

BibTeX Entry: Download

Corresponding Paper BibTeX Entry: Download

Supported Operating Systems: Linux, Mac Os X

Data Formats: Agnostic

Tags: Pitman Yor Process, Poisson Dirichlet Process, Stirling Number

Archive: download here

Comments

Wray Buntine (on September 28, 2012, 13:54:17)

I rebuilt all the interfaces and moved some of the tricks from the earlier system into the new code. Thus the tables rebuild automatically as needed, and a float version can also be used.

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