rdirichlet: Random generator for the Dirichlet distribution
Description
This function simulates a sample from
a Dirichlet distribution on the \(k\) dimensional simplex with
arbitrary parameters.
The simulation is based on a renormalised vector of gamma variates.
Usage
rdirichlet(n = 1, par = rep(1, 2))
Value
returns a \((n,k)\) matrix of Dirichlet simulations
Arguments
n
number of simulations
par
parameters of the Dirichlet distribution, whose length determines
the value of k
Details
Surprisingly, there is no default Dirichlet distribution generator in the R base
packages like MASS or stats. This function can be used in full
generality, apart from the book (Chapter 6).