diff toolboxes/FullBNT-1.0.7/KPMstats/dirichlet_sample.m @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/KPMstats/dirichlet_sample.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,18 @@
+function theta = dirichlet_sample(alpha, N)
+% SAMPLE_DIRICHLET Sample N vectors from Dir(alpha(1), ..., alpha(k))
+% theta = sample_dirichlet(alpha, N)
+% theta(i,j) = i'th sample of theta_j, where theta ~ Dir
+
+% We use the method from p. 482 of "Bayesian Data Analysis", Gelman et al.
+
+assert(alpha > 0);
+k = length(alpha);
+theta = zeros(N, k);
+scale = 1; % arbitrary
+for i=1:k
+  %theta(:,i) = gamrnd(alpha(i), scale, N, 1);
+  theta(:,i) = gamma_sample(alpha(i), scale, N, 1);
+end
+%theta = mk_stochastic(theta);
+S = sum(theta,2); 
+theta = theta ./ repmat(S, 1, k);