ddirichlet: Dirichlet distribution

In oeli: Utilities for Developing Data Science Software

Dirichlet distribution

Description

The function ddirichlet() computes the density of a Dirichlet distribution.

The function rdirichlet() samples from a Dirichlet distribution.

The functions with suffix ⁠_cpp⁠ perform no input checks, hence are faster.

Usage

ddirichlet_cpp(x, concentration, log = FALSE)

rdirichlet_cpp(concentration)

ddirichlet(x, concentration, log = FALSE)

rdirichlet(n = 1, concentration)

Arguments

x	[numeric()] A probability vector.
concentration	[numeric()] A concentration vector of the same length as x.
log	[logical(1)] Return the logarithm of the density value?
n	[integer(1)] The number of samples.

Value

For ddirichlet(): The density value.

For rdirichlet(): If n = 1 a vector of length p, else a matrix of dimension n times p with samples as rows.

See Also

Other simulation helpers: correlated_regressors(), dmvnorm_cpp(), dtnorm_cpp(), dwishart_cpp(), simulate_markov_chain()

Examples

x <- c(0.5, 0.3, 0.2)
concentration <- 1:3

# compute density
ddirichlet(x = x, concentration = concentration)
ddirichlet(x = x, concentration = concentration, log = TRUE)

# sample
rdirichlet(concentration = 1:3)
rdirichlet(n = 4, concentration = 1:2)

oeli documentation built on Oct. 16, 2024, 5:08 p.m.