rdir {mev}

Random variate generation for Dirichlet distribution on S_{d}

Description

A function to sample Dirichlet random variables, based on the representation as ratios of Gamma. Note that the RNG will generate on the full simplex and the sum to one constraint is respected here

Usage

rdir(n, alpha, normalize = TRUE)

Arguments

n

sample size

alpha

vector of parameter

normalize

boolean. If FALSE, the function returns Gamma variates with parameter alpha.

Value

sample of dimension d (size of alpha) from the Dirichlet distribution.

Examples

rdir(n=100, alpha=c(0.5,0.5,2),TRUE)
rdir(n=100, alpha=c(3,1,2),FALSE)