Dirichlet {mixAK} | R Documentation

## Dirichlet distribution

### Description

Random number generation for the Dirichlet distribution D(alpha[1],...,alpha[K]).

### Usage

    rDirichlet(n, alpha=c(1, 1))

### Arguments

`n` | number of observations to be sampled.
`alpha` | parameters of the Dirichlet distribution (`prior sample sizes').

### Value

Some objects.

### Value for rDirichlet

A matrix with sampled values.

### Author(s)

Arnošt Komárek arnost.komarek[AT]mff.cuni.cz

### References

Devroye, L. (1986). Non-Uniform Random Variate Generation. New York: Springer-Verlag, Chap. XI.

Gelman, A., Carlin, J. B., Stern, H. S., and Rubin, D. B. (2004). Bayesian Data Analysis. Second Edition. Boca Raton: Chapman and Hall/CRC, pp. 576, 582.

### See Also

`rbeta`.

### Examples

    set.seed(1977)

    alpha <- c(1, 2, 3)
    Mean <- alpha/sum(alpha)
    Var <- -(alpha %*% t(alpha))
    diag(Var) <- diag(Var) + alpha*sum(alpha)
    Var <- Var/(sum(alpha)^2*(1+sum(alpha)))
    x <- rDirichlet(1000, alpha=alpha)
    x[1:5,]

    apply(x, 1, sum)[1:5]           ### should be all ones
    rbind(Mean, apply(x, 2, mean))

    var(x)
    print(Var)

[Package mixAK version 0.6 Index]