R/dirichlet.R

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

# From MCMCpack / gregmisc
ddirichlet <- function (x, alpha)
{
    dirichlet1 <- function(x, alpha) {
        logD <- sum(lgamma(alpha)) - lgamma(sum(alpha))
        s <- sum((alpha - 1) * log(x))
        exp(sum(s) - logD)
    }
    if (!is.matrix(x))
        if (is.data.frame(x))
            x <- as.matrix(x)
        else x <- t(x)
    if (!is.matrix(alpha))
        alpha <- matrix(alpha, ncol = length(alpha), nrow = nrow(x),
            byrow = TRUE)
    if (any(dim(x) != dim(alpha)))
        stop("Mismatch between dimensions of x and alpha in ddirichlet().\n")
    pd <- vector(length = nrow(x))
    for (i in 1:nrow(x)) pd[i] <- dirichlet1(x[i, ], alpha[i,
        ])
    pd[apply(x, 1, function(z) any(z < 0 | z > 1))] <- 0
    pd[apply(x, 1, function(z) all.equal(sum(z), 1) != TRUE)] <- 0
    return(pd)
}

rdirichlet <- function (n, alpha)
{
    l <- length(alpha)
    x <- matrix(rgamma(l * n, alpha), ncol = l, byrow = TRUE)
    sm <- x %*% rep(1, l)
    return(x/as.vector(sm))
}