dirichletrnd function

Dirichlet generator

Random generation for the Dirichlet distribution

dirichletrnd(a, n)

Arguments

• a: numeric vector for the concentration parameters
• n: number of observations

Returns

dirichletrnd generates n random observations from a Dirichlet distribution

Author(s)

Tim Benham, Qibin Duan, Dirk P. Kroese, Benoit Liquet

References

Kroese D.P., Taimre T., Botev Z.I. (2011), Handbook of Monte Carlo Methods, John Wiley & Sons.

Examples

## Generation from the Dirichlet distribution 
## with parameter a=(1,2,3,4,5)

set.seed(12345)
a <- 1:5
n <- 10

y <- dirichletrnd(a,n)
y