Dirichlet generator

Description

Random generation for the Dirichlet distribution

Usage

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  dirichletrnd(a, n) 

Arguments

a

numeric vector for the concentration parameters

n

number of observations

Value

dirichletrnd generates n random observations from a Dirichlet distribution

Author(s)

Tim Benham, Qibin Duan, Dirk P. Kroese, Benoit Liquet

References

Kroese D.P., Taimre T., Botev Z.I. (2011), Handbook of Monte Carlo Methods, John Wiley & Sons.

Examples

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## Generation from the Dirichlet distribution 
## with parameter a=(1,2,3,4,5)

set.seed(12345)
a <- 1:5
n <- 10

y <- dirichletrnd(a,n)
y