Fitting a Dirichlet distribution: Fitting a Dirichlet distribution
Description
Estimation of the parameters of a fitted 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".
Value
A list including:
loglik
The value of the log-likelihood.
param
The estimated parameters.
phi
The estimated precision parameter, if type = "prec".
a
The estimated mean vector, if type = "prec".
runtime
The run time of the maximisation procedure.
Details
Maximum likelihood estimation of the parameters of a Dirichlet distribution is performed.
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.