rdir: Random variate generation for Dirichlet distribution on Sd

In mev: Modelling of Extreme Values

Random variate generation for Dirichlet distribution on S_{d}

Description

A function to sample Dirichlet random variables, based on the representation as ratios of Gamma. Note that the RNG will generate on the full simplex and the sum to one constraint is respected here

Usage

rdir(n, alpha, normalize = TRUE)

Arguments

n	sample size
alpha	vector of parameter
normalize	boolean. If FALSE, the function returns Gamma variates with parameter alpha.

Value

sample of dimension d (size of alpha) from the Dirichlet distribution.

Examples

rdir(n=100, alpha=c(0.5,0.5,2),TRUE)
rdir(n=100, alpha=c(3,1,2),FALSE)

mev documentation built on Sept. 11, 2024, 8:14 p.m.