qdirichlet: Approxminate Dirichlet Quantiles

In bertcarnell/dirichlet: Dirichlet and Generalized Dirichlet Distribution Functions

Description

qdirichlet is not an exact quantile function since the quantile of a multivariate distribtion is not unique. qdirichlet is also not the quantiles of the marginal distributions since those quantiles do not sum to one qdirichlet is the quantile of the underlying gamma functions, normalized This has been tested to show that qdirichlet approximates the dirichlet distribution well and creates the correct marginal means and variances when using a latin hypercube sample

Usage

qdirichlet(X, alpha)

Arguments

X	a matrix of marginal probabilities
alpha	The Dirichlet parameters. alpha > 0

Value

approximate dirichlet quantiles

Examples

qdirichlet(matrix(c(0.1, 0.1, 0.3), nrow=1, byrow=TRUE), c(2,3,4))

bertcarnell/dirichlet documentation built on May 12, 2021, 11:55 p.m.