diri.est: MLE of the a Dirichlet distribution

In Compositional: Compositional Data Analysis

MLE of the a Dirichlet distribution

Description

MLE of the parameters of a Dirichlet distribution.

Usage

diri.est(x, type = "mle")

Arguments

x	A matrix containing compositional data.
type	If you want to estimate the parameters use type="mle". If you want to estimate the mean vector along with the precision parameter, the second parametrisation of the Dirichlet, use type="prec".

Details

Maximum likelihood estimation of the parameters of a Dirichlet distribution is performed.

Value

A list including:

loglik	The value of the log-likelihood.
param	The estimated parameters.
phi	The estimated precision parameter, if type = "prec".
mu	The estimated mean vector, if type = "prec".
runtime	The run time of the maximisation procedure.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail] and Giorgos Athineou <[e-mail]>.

References

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.

See Also

diri.nr, diri.contour, rdiri, ddiri, dda, diri.reg

Examples

x <- rdiri( 100, c(5, 7, 1, 3, 10, 2, 4) )
diri.est(x)
diri.est(x, type = "prec")

Compositional documentation built on Oct. 23, 2023, 5:09 p.m.