Dirichlet random values simulation
Dirichlet random values simulation.
rdiri(n, a)
n |
The sample size, a numerical value. |
a |
A numerical vector with the parameter values. |
The algorithm is straightforward, for each vector, independent gamma values are generated and then divided by their total sum.
A matrix with the simulated data.
Michail Tsagris
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr and Giorgos Athineou <gioathineou@gmail.com>
Ng Kai Wang, Guo-Liang Tian and Man-Lai Tang (2011). Dirichlet and related distributions: Theory, methods and applications. John Wiley \& Sons.
Aitchison J. (1986). The statistical analysis of compositional data. Chapman \& Hall.
x <- rdiri( 100, c(5, 7, 1, 3, 10, 2, 4) ) diri.est(x)
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