CEoptim (version 1.3)

dirichletrnd: Dirichlet generator

Description

Random generation for the Dirichlet distribution

Usage

dirichletrnd(a, n)

Value

dirichletrnd generates n random observations from a Dirichlet distribution

Arguments

a

numeric vector for the concentration parameters

n

number of observations

Author

Tim Benham, Qibin Duan, Dirk P. Kroese, Benoit Liquet

References

Kroese D.P., Taimre T., Botev Z.I. (2011), Handbook of Monte Carlo Methods, John Wiley & Sons.

Examples

## Generation from the Dirichlet distribution 
## with parameter a=(1,2,3,4,5)

set.seed(12345)
a <- 1:5
n <- 10

y <- dirichletrnd(a,n)
y