R codes for two-sample testing with DPM-Poisson-Gamma model, accompanying the paper: Nonparametric Bayes multiresolution testing for high-dimensional rare events by Jyotishka Datta, Sayantan Banerjee , and David B. Dunson.

Please see the R code 2gp_simulation_demo.r for running the numerical example in section 3 of the paper with 35 points generated from the two non-homogeneous Poisson process.

$$ \begin{align*} \lambda_1(x) & = 2\exp \left(-{(x-50)/10 }^2 \right) +20\exp\left(-{(x-10)/10}^2 \right); x \in \mathbb{R}^+ \\ \lambda_2(x) & = 20\exp \left(-{(x-50)/10 }^2 \right) +2\exp\left(-{(x-10)/10}^2 \right); x \in \mathbb{R}^+, \end{align*} $$