rdirichlet: Random draws from and density for Dirichlet distribution

In MSBVAR: Markov-Switching, Bayesian, Vector Autoregression Models

Description

Generate draws from a random Dirichlet distribution or compute its density.

Usage

rdirichlet(n, alpha)
ddirichlet(x, alpha)

Arguments

n	Number of draws
alpha	Scale matrix, h x h
x	value to compute density

Details

Draws n values for an h x h Dirichlet random variable or computes the density.

Value

x	An n x h matrix of the draws

Note

Based on code from Kevin Quinn in the MCMCpack package and the gregmisc package.

References

MCMCpack and gregmisc

Examples

rdirichlet(2, matrix(rep(1, 4), 2, 2))

Example output

##
## MSBVAR Package v.0.9-2
## Build date:  Fri May 10 08:07:03 2019 
## Copyright (C) 2005-2019, Patrick T. Brandt
## Written by Patrick T. Brandt
##
## Support provided by the U.S. National Science Foundation
## (Grants SES-0351179, SES-0351205, SES-0540816, and SES-0921051)
##

           [,1]       [,2]      [,3]       [,4]
[1,] 0.74271508 0.01906666 0.2046823 0.03353597
[2,] 0.05777596 0.25311355 0.6382755 0.05083500

MSBVAR documentation built on May 30, 2017, 1:23 a.m.