MLE of the inverted Dirichlet distribution {Rfast}

MLE of the inverted Dirichlet distribution

Description

MLE of the inverted Dirichlet distribution.

Usage

invdir.mle(x, tol = 1e-07)

Arguments

x

A matrix with strictly positive data (no zeros are allowed).

tol

The tolerance level up to which the maximisation stops.

Details

Maximum likelihood estimation of the parameters of the inverted is performed via Newton-Raphson. We took the initial values suggested by Bdiri T. and Bouguila N. (2012) and modified them a bit.

Value

A list including:

iters

The number of iterations required by the Newton Raphson.

loglik

The value of the log-likelihood.

param

The estimated parameters.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <[e-mail]> and Manos Papadakis <[e-mail]>

References

Bdiri T. and Bouguila N. (2012). Positive vectors clustering using inverted Dirichlet finite mixture models. Expert Systems with Applications, 39(2): 1869-1882.

See Also

diri.nr2, multinom.mle

Examples

x <- as.matrix(iris[, 1:4])
for(i in 1:10) invdir.mle(x)
res<-invdir.mle(x)