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Dirichlet

Dirichlet distribution


Description

Density function, cumulative distribution function and random generation for the Dirichlet distribution.

Usage

ddirichlet(x, alpha, log = FALSE)

rdirichlet(n, alpha)

Arguments

x

k-column matrix of quantiles.

alpha

k-values vector or k-column matrix; concentration parameter. Must be positive.

log

logical; if TRUE, probabilities p are given as log(p).

n

number of observations. If length(n) > 1, the length is taken to be the number required.

Details

Probability density function

f(x) = Γ(sum(α[k])) / prod(Γ(α[k])) * prod(x[k]^{k-1})

References

Devroye, L. (1986). Non-Uniform Random Variate Generation. Springer-Verlag.

Examples

# Generating 10 random draws from Dirichlet distribution
# parametrized using a vector

rdirichlet(10, c(1, 1, 1, 1))

# or parametrized using a matrix where each row
# is a vector of parameters

alpha <- matrix(c(1, 1, 1, 1:3, 7:9), ncol = 3, byrow = TRUE)
rdirichlet(10, alpha)

extraDistr

Additional Univariate and Multivariate Distributions

v1.9.1
GPL-2
Authors
Tymoteusz Wolodzko
Initial release
2020-08-20

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