rDir: Random generation for Dirichelt distribution
Description
Generate random samples from Dirichlet distribution. For a random vector x, the density function is Dirichlet distribution is defined as:
1/Beta(alpha) prod_i=1:p x_i^alpha_i -1
Where Beta() is the beta function. p is the dimension of x.
Usage
rDir(n, alpha)
Arguments
n
integer, number of samples.
alpha
numeric, Dirichlet parameter.
Value
A numeric matrix of n rows and length(alpha) columns.