dirichlet: The Dirichlet and generalized Dirichlet distribution

In hyperdirichlet: A Generalization of the Dirichlet Distribution

Description

Specify a Dirichlet or generalized Dirichlet distribution as a special case of the hyperdirichlet distribution

Usage

dirichlet(params, powers, pnames)
is.dirichlet(x)
dirichlet_params(x)
dirichlet_params(x) <- value
gd(a, b, b0 = 0, pnames = NULL)

Arguments

params,powers	Numeric vectors (supply exactly one) specifying the parameters or the powers respectively of the Dirichlet distribution
x	Object of class hyperdirichlet
value	Numeric vector
a,b	Numeric vectors of the same length specifying the parameters of the generalized Dirichlet distribution
b0	Arbitrary constant for the generalized Dirichlet distribution
pnames	Character vector for name of the hyperdirichlet object

Details

Function dirichlet() returns the hyperdirichlet distribution corresponding to the classical Dirichlet distribution. If the vector params|powers is a named vector, then the hyperdirichlet object inherits the names (but the names are ignored if argument pnames is supplied).

Function is.dirichlet(x) returns TRUE or FALSE according to whether the hyperdirichlet object x is a Dirichlet distribution.

Function dirichlet_params() returns the Dirichlet parameters of a hyperdirichlet object.

Function gd() returns the hyperdirichlet distribution corresponding to the generalized Dirichlet distribution of Connor and Mosimann.

For convenience, the generalized Dirichlet distribution is described here. Connor and Mosimann 1969 give the PDF as

ommitted...see a LaTeXed file

where p_1+...+p_k=1 and b_0 is arbitrary. If b_{i-1}=a_i+b_i for i=2,...,k-1 then the PDF reduces to a standard Dirichlet distribution with alpha_i=a_i for i=1,...,k-1 and alpha_k=b_{k-1}.

Wong 1998 gives the algebraically equivalent form

ommitted...see a LaTeXed file

for x_1+...+x_k <= 1 and x_j >= 0 for j=1,2,...,k and gamma_j=beta_j-beta_{j+1} for j=1,2,...,k-1 and gamma_k=beta_{k-1}.

Here, B(x,y)=G(x)G(y)/G(x+y) is the beta function.

Value

Functions dirichlet() and gd() return a hyperdirichlet object; function is.dirichlet() returns a logical; and function dirichlet_params() returns a numeric vector.

Note

These functions have cheaply evaluated analytic expressions for the normalizing constant.

If a hyperdirichlet object corresponds to a Dirichlet distribution, this is relatively easy to detect [using is.dirichlet()]. However, the corresponding case for the generalized Dirichlet distribution is not yet coded up, owing to the non-neutrality of the GD.

Author(s)

Robin K. S. Hankin

References

• R. J. Connor and J. E. Mosimann 1969. Concepts of independence for proportions with a generalization of the Dirichlet distribution. Journal of the American Statistical Association, volume 64, number 325, pp194-206

• T-T Wong 1998. Generalized Dirichlet distribution in Bayesian analysis. Applied Mathematics and Computation, volume 97, pp165-181

See Also

justpairs

Examples

a <- dirichlet(1:4 , pnames=letters[1:4])
is.dirichlet(a)  # should be TRUE
dirichlet(dirichlet_params(a)) # should be 'a'

gd(1:5,5:1)

hyperdirichlet documentation built on May 31, 2017, 5:18 a.m.