rdiric: The Dirichlet distribution
In VGAM: Vector Generalized Linear and Additive Models

rdiric

R Documentation

The Dirichlet distribution

Description

Generates Dirichlet random variates.

Usage

rdiric(n, shape, dimension = NULL, is.matrix.shape = FALSE)

Arguments

`n`	number of observations. Note it has two meanings, see `is.matrix.shape` below.
`shape`	the shape parameters. These must be positive. If `dimension` is specifed, values are recycled if necessary to length `dimension`.
`dimension`	the dimension of the distribution. If `dimension` is not numeric then it is taken to be `length(shape)` (or `ncol(shape)` if `is.matrix.shape == TRUE`).
`is.matrix.shape`	Logical. If `TRUE` then `shape` must be a matrix, and then `n` is no longer the number of rows of the answer but the answer has `n * nrow(shape)` rows. If `FALSE` (the default) then `shape` is a vector and each of the `n` rows of the answer have `shape` as its shape parameters.

Details

This function is based on a relationship between the gamma and Dirichlet distribution. Random gamma variates are generated, and then Dirichlet random variates are formed from these.

Value

A n by dimension matrix of Dirichlet random variates. Each element is positive, and each row will sum to unity. If shape has names then these will become the column names of the answer.

Author(s)

Thomas W. Yee

References

Lange, K. (2002). Mathematical and Statistical Methods for Genetic Analysis, 2nd ed. New York: Springer-Verlag.

Examples

ddata <- data.frame(rdiric(n = 1000, shape = c(y1 = 3, y2 = 1, y3 = 4)))
fit <- vglm(cbind(y1, y2, y3) ~ 1, dirichlet, data = ddata, trace = TRUE)
Coef(fit)
coef(fit, matrix = TRUE)

VGAM documentation built on Sept. 18, 2024, 9:09 a.m.