Truncate and reorder mixture components by cumulative weight mass

Truncate and reorder mixture components by cumulative weight mass

Usage

.truncate_components_one_draw(w, params, epsilon = 0.01)

Arguments

w

Numeric vector of component weights (length K).

params

Named list of numeric vectors, each length K (component-specific params).

epsilon

Numeric in [0,1). Keep the smallest k s.t. cumweight >= 1-epsilon.

Value

A list with reordered+truncated weights/params and bookkeeping.

Details

This helper operates on one posterior draw at a time. It first orders mixture components by decreasing weight, then keeps the smallest effective subset of components implied by the package truncation rule, and finally renormalizes the retained weights so they sum to one.

The same permutation is applied to every component-specific parameter vector in params, which keeps the retained parameter blocks aligned with the retained weights.