IMIFA (version 1.3.1)

rDirichlet: Simulate Mixing Proportions from a Dirichlet Distribution

Description

Generates samples from the Dirichlet distrubution with parameter alpha efficiently by simulating Gamma(alpha, 1) random variables and normalising them.

Usage

rDirichlet(G, alpha, nn = 0)

Arguments

G

The number of groups for which weights need to be sampled.

alpha

The Dirichlet hyperparameter, either of length 1 or G. When the length of alpha is 1, this amounts to assuming an exchangeable prior. Be warned that this will be recycled if necessary.

nn

A vector giving the number of observations in each of G groups so that Dirichlet posteriors rather than priors can be sampled from. This defaults to 0, i.e. simulation from the prior. Be warned that this will be recycled if necessary.

Value

A Dirichlet vector of G weights which sum to 1.

References

Devroye, L. (1986) Non-Uniform Random Variate Generation, Springer-Verlag, New York, p. 594.

Examples

# NOT RUN {
prior     <- rDirichlet(G=5, alpha=1)
posterior <- rDirichlet(G=5, alpha=1, nn=c(20, 41, 32, 8, 12))
# }