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mev (version 1.17)

.rdirmixspec: Generates from \(Q_i\), the spectral measure of the Dirichlet mixture model

Description

Simulation algorithm of Dombry et al. (2015)

Usage

.rdirmixspec(n, d, alpha, weight)

Value

an n by d sample from the spectral distribution

Arguments

n

sample size

d

dimension of the 1-sample

alpha

a \(d \times n\) dimensional vector of positive parameter values for the Dirichlet vector

weight

a m vector of mixture weights, which sum to 1