FD.generate: The Flexible Dirichlet Random Generation
Description
Random generation from the Flexible Dirichlet distribution with parameters a, p and t.
Usage
FD.generate(n, a, p, t)
Arguments
n
number of points on the simplex to be generated.
a
vector of the non-negative alpha parameters.
p
vector of the clusters' probabilities. It must sum to one.
t
non-negative scalar tau parameter.
Details
Vectors a and p must be of the same length.
The Flexible Dirichlet distribution derives from the normalization of a basis of positive dependent random variables obtained by starting from a basis of independent equally scaled gamma random variables, and randomly allocating to the i-th element a further independent gamma random variable.
References
Ongaro, A. and Migliorati, S. (2013) A generalization of the Dirichlet distribution. Journal of Multivariate Analysis, 114, 412--426. Migliorati, S., Ongaro, A. and Monti, G. S. (2016) A structured Dirichlet mixture model for compositional data: inferential and applicative issues. Statistics and Computing, 1--21.