gd {hyperdirichlet}R Documentation

The Dirichlet and generalized Dirichlet distribution

Description

Specify a Dirichlet or generalized Dirichlet distribution as a special case of the hyperdirichlet distribution

Usage

dirichlet(params, powers)
gd(a, b, b0 = 0, pnames = NULL)

Arguments

params,powers Numeric vectors (supply exactly one) specifying the parameters or the powers respectively of the Dirichlet distribution
a,b Numeric vectors of the same length specifying the parameters of the generalized Dirichlet distribution
b0 Arbitrary constant for the generalized Dirichlet distribution
pnames Character vector for name of the hyperdirichlet object

Details

Function dirichlet() returns the hyperdicichlet distribution corresponding to the classical Dirichlet distribution. If the vector params|powers is a named vector, then the hyperdirichlet object inherits the names.

Function gd() returns the hyperdicichlet distribution corresponding to the generalized Dirichlet distribution of Connor and Mosimann.

For convenience, the generalized Dirchlet distribution described here. Connor and Mosimann 1969 give the PDF as

ommitted...see a LaTeXed file

where p_1+...+p_k=1 and b_0 is arbitrary. If b_{i-1}=a_i+b_i for i=2,...,k-1 then the PDF reduces to a standard Dirichlet distribution with alpha_i=a_i for i=1,...,k-1 and alpha_k=b_{k-1}.

Wong 1998 gives the algebraically equivalent form

ommitted...see a LaTeXed file

for x_1+...+x_k <= 1 and x_j >= 0 for j=1,2,...,k and gamma_j=beta_j-beta_{j+1} for j=1,2,...,k-1 and gamma_k=beta_{k-1}.

Here, B(x,y)=G(x)G(y)/G(x+y) is the beta function.

Note

These functions have cheaply evaluated analytic expressions for the normalizing constant

Author(s)

Robin K. S. Hankin

References

See Also

justpairs

Examples


dirichlet(1:4)
gd(1:5,5:1)

[Package hyperdirichlet version 1.1-7 Index]