| MLE of the Dirichlet distribution {Compositional} | R Documentation |
MLE of the a Dirichlet distribution
Description
MLE of the parameters of a Dirichlet distribution.
Usage
diri.est(x, type = "mle")
Arguments
x |
A matrix containing compositional data. |
type |
If you want to estimate the parameters use type="mle". If you want to estimate the mean vector along with the precision parameter, the second parametrisation of the Dirichlet, use type="prec". |
Details
Maximum likelihood estimation of the parameters of a Dirichlet distribution is performed.
Value
A list including:
loglik |
The value of the log-likelihood. |
param |
The estimated parameters. |
phi |
The estimated precision parameter, if type = "prec". |
mu |
The estimated mean vector, if type = "prec". |
runtime |
The run time of the maximisation procedure. |
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr and Giorgos Athineou <gioathineou@gmail.com>.
References
Ng Kai Wang, Guo-Liang Tian and Man-Lai Tang (2011). Dirichlet and related distributions: Theory, methods and applications. John Wiley & Sons.
Aitchison J. (1986). The statistical analysis of compositional data. Chapman & Hall.
See Also
diri.nr, diri.contour, rdiri, ddiri, dda, diri.reg
Examples
x <- rdiri( 100, c(5, 7, 1, 3, 10, 2, 4) )
diri.est(x)
diri.est(x, type = "prec")