draw.dirichlet.multinomial: Pseudo-Random Number Generation under Dirichlet-Multinomial...

In MultiRNG: Multivariate Pseudo-Random Number Generation

Description

This function implements pseudo-random number generation for a Dirichlet-multinomial distribution. This is a mixture distribution that is multinomial with parameter θ that is a realization of a random variable having a Dirichlet distribution with shape vector α. N is the sample size and β is a common scale parameter.

Usage

draw.dirichlet.multinomial(no.row,d,alpha,beta,N)

Arguments

no.row	Number of rows to generate.
d	Number of variables to generate.
alpha	Vector of shape parameters.
beta	Scale parameter common to d variables.
N	Sample size.

Value

A no.row \times d matrix of generated data.

See Also

draw.dirichlet, draw.multinomial

Examples

alpha.vec=c(1,3,4,4) ; N=3
mydata=draw.dirichlet.multinomial(no.row=1e5,d=4,alpha=alpha.vec,beta=2, N=3)
apply(mydata,2,mean)-N*alpha.vec/sum(alpha.vec)

Example output

[1] -0.00222 -0.00369  0.00453  0.00138

MultiRNG documentation built on March 6, 2021, 1:06 a.m.