draw.dirichlet.multinomial: Pseudo-Random Number Generation under Dirichlet-Multinomial Distribution
Description
This function implements pseudo-random number generation for a Dirichlet-multinomial distribution. This is a mixture distribution that is multinomial with parameter \(\theta\) that is a realization of a random variable having a Dirichlet distribution with shape vector \(\alpha\). \(N\) is the sample size and \(\beta\) is a common scale parameter.
# NOT RUN {alpha.vec=c(1,3,4,4) ; N=3mydata=draw.dirichlet.multinomial(no.row=1e5,d=4,alpha=alpha.vec,beta=2, N=3)
apply(mydata,2,mean)-N*alpha.vec/sum(alpha.vec)
# }