dirichlet: Dirichlet distribution
In RTMBdist: Distributions Compatible with Automatic Differentiation by 'RTMB'

dirichlet

R Documentation

Dirichlet distribution

Description

Density and and random generation for the Dirichlet distribution.

Usage

ddirichlet(x, alpha, log = FALSE)

rdirichlet(n, alpha)

Arguments

`x`	vector or matrix of quantiles. If `x` is a vector, it needs to sum to one. If `x` is a matrix, each row should sum to one.
`alpha`	vector or matrix of positive shape parameters
`log`	logical; if `TRUE`, densities `p` are returned as `\log(p)`.
`n`	number of random values to return.

Details

This implementation of ddirichlet allows for automatic differentiation with RTMB.

f(\mathbf{x};\,\boldsymbol{\alpha}) = \frac{\Gamma\!\left(\sum_i \alpha_i\right)}{\prod_i \Gamma(\alpha_i)} \prod_i x_i^{\alpha_i - 1},

where \mathbf{x} lies on the unit simplex and \alpha_i > 0.

Value

ddirichlet gives the density, rdirichlet generates random deviates.

Examples

# single alpha
alpha <- c(1,2,3)
x <- rdirichlet(1, alpha)
d <- ddirichlet(x, alpha)
# vectorised over alpha
alpha <- rbind(alpha, 2*alpha)
x <- rdirichlet(2, alpha)

RTMBdist documentation built on Oct. 31, 2026, 5:07 p.m.