fit.dirichlet: Estimate Dirichlet Parameters

Description Usage Arguments Value Author(s) See Also Examples

Description

Estimate Dirichlet and Generalized Dirichlet distribution parameters.

Usage

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Arguments

X

Matrix with columns corresponding to the entries of a and rows corresponding to the number of simulations in the hypercube.

type

mm for Method of Moments estimation or ml for Maximum Likelihood estimation.

Value

A list giving the k value or vector of k values for the Generalized Dirichlet and vector of p estimates. The normal Dirichlet parameterization can be obtained by k*p. The fit.dirichlet function returns two estimates of k. One based on the most likely parameter in the distribution, the other based on a weighted mean of the k estimates for each parameter.

Author(s)

Rob Carnell

See Also

rdirichlet, rGenDirichlet

Examples

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  Z <- rdirichlet(100, c(4,3,2))
  fit.dirichlet(Z)
  fit.dirichlet(Z, "ml")
  
  Z2 <- rGenDirichlet(100, c(0.7, 0.2, 0.1), c(10, 20, 20))
  fit.genDirichlet(Z2)

dirichlet documentation built on May 2, 2019, 6:49 p.m.