Rev Language Reference

dnDirichlet - Dirichlet Distribution

The Dirichlet distribution is a generalization of the Beta distribution for multiple variables.

Usage

dnDirichlet(RealPos[] alpha)

Arguments

alpha : RealPos[] (pass by const reference)
The concentration parameter.

Domain Type

Simplex

Details

The Dirichlet distribution takes one parameter, alpha, a vector of numbers representing the concentration of the distribution on each variable. It then returns a simplex (i.e. a vector whose elements sum to 1) representing the relative probability of each variable. Note that when every element of alpha is 1, the distribution is equivalent to a uniform on each element.

Example

# lets get a draw from a Dirichlet distribution
a <- [1,1,1,1]   # we could also use rep(1,4)
b ~ dnDirichlet(a)
b
# let check if b really sums to 1
sum(b)

See Also

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