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")

[Package Compositional version 5.2 Index]