diri.nr2: Fitting a Dirichlet distribution via Newton-Rapshon

In Rfast: A Collection of Efficient and Extremely Fast R Functions

Fitting a Dirichlet distribution via Newton-Rapshon

Description

Fitting a Dirichlet distribution via Newton-Rapshon.

Usage

diri.nr2(x, type = 1, tol = 1e-07)

Arguments

x	A matrix containing the compositional data. Zeros are not allowed.
type	Type 1 uses a vectorised version of the Newton-Raphson (Minka, 2012). In high dimensions this is to be preferred. If the data are too concentrated, regardless of the dimensions, this is also to be preferrred. Type 2 uses the regular Newton-Raphson, with matrix multiplications. In small dimensions this can be considerably faster.
tol	The tolerance level idicating no further increase in the log-likelihood.

Details

Maximum likelihood estimation of the parameters of a Dirichlet distribution is performed via Newton-Raphson. Initial values suggested by Minka (2012) are used.

Value

A list including:

loglik	The value of the log-likelihood.
param	The estimated parameters.

Author(s)

Michail Tsagris and Manos Papadakis

R implementation and documentation: Michail Tsagris <[e-mail]> and Manos Papadakis <[e-mail]>

References

Minka Thomas (2012). Estimating a Dirichlet distribution. Technical report.

Ng Kai Wang, Guo-Liang Tian, and Man-Lai Tang (2011). Dirichlet and related distributions: Theory, methods and applications. John Wiley & Sons.

See Also

beta.mle

Examples

x <- matrix( rgamma(100 * 4, c(5, 6, 7, 8), 1), ncol = 4)
x <- x / rowsums(x)
res<-diri.nr2(x) 

Rfast documentation built on Nov. 9, 2023, 5:06 p.m.