# dirichlet

0th

Percentile

##### Fitting a Dirichlet Distribution

Fits a Dirichlet distribution to a matrix of compositions.

Keywords
models, regression
##### Usage
dirichlet(link = "loge", parallel = FALSE, zero = NULL, imethod = 1)
##### Arguments

Link function applied to each of the $M$ (positive) shape parameters $\alpha_j$. See Links for more choices. The default gives $\eta_j=\log(\alpha_j)$.

parallel, zero, imethod

See CommonVGAMffArguments for more information.

##### Details

In this help file the response is assumed to be a $M$-column matrix with positive values and whose rows each sum to unity. Such data can be thought of as compositional data. There are $M$ linear/additive predictors $\eta_j$.

The Dirichlet distribution is commonly used to model compositional data, including applications in genetics. Suppose $(Y_1,\ldots,Y_{M})^T$ is the response. Then it has a Dirichlet distribution if $(Y_1,\ldots,Y_{M-1})^T$ has density $$\frac{\Gamma(\alpha_{+})} {\prod_{j=1}^{M} \Gamma(\alpha_{j})} \prod_{j=1}^{M} y_j^{\alpha_{j} -1}$$ where $\alpha_+=\alpha_1+\cdots+\alpha_M$, $\alpha_j > 0$, and the density is defined on the unit simplex $$\Delta_{M} = \left\{ (y_1,\ldots,y_{M})^T : y_1 > 0, \ldots, y_{M} > 0, \sum_{j=1}^{M} y_j = 1 \right\}.$$ One has $E(Y_j) = \alpha_j / \alpha_{+}$, which are returned as the fitted values. For this distribution Fisher scoring corresponds to Newton-Raphson.

The Dirichlet distribution can be motivated by considering the random variables $(G_1,\ldots,G_{M})^T$ which are each independent and identically distributed as a gamma distribution with density $f(g_j)=g_j^{\alpha_j - 1} e^{-g_j} / \Gamma(\alpha_j)$. Then the Dirichlet distribution arises when $Y_j=G_j / (G_1 + \cdots + G_M)$.

##### Value

An object of class "vglmff" (see vglmff-class). The object is used by modelling functions such as vglm, rrvglm and vgam.

When fitted, the fitted.values slot of the object contains the $M$-column matrix of means.

##### Note

The response should be a matrix of positive values whose rows each sum to unity. Similar to this is count data, where probably a multinomial logit model (multinomial) may be appropriate. Another similar distribution to the Dirichlet is the Dirichlet-multinomial (see dirmultinomial).

##### References

Lange, K. (2002) Mathematical and Statistical Methods for Genetic Analysis, 2nd ed. New York: Springer-Verlag.

Forbes, C., Evans, M., Hastings, N. and Peacock, B. (2011) Statistical Distributions, Hoboken, NJ, USA: John Wiley and Sons, Fourth edition.

rdiric, dirmultinomial, multinomial, simplex.

• dirichlet
##### Examples
# NOT RUN {
ddata <- data.frame(rdiric(n = 1000,
shape = exp(c(y1 = -1, y2 = 1, y3 = 0))))
fit <- vglm(cbind(y1, y2, y3)  ~ 1, dirichlet,
data = ddata, trace = TRUE, crit = "coef")
Coef(fit)
coef(fit, matrix = TRUE)