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

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
children
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+++ b/toolboxes/FullBNT-1.0.7/KPMstats/dirichletpdf.m	Tue Feb 10 15:05:51 2015 +0000
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+function p = dirichletpdf(x, alpha)
+%DIRICHLETPDF Dirichlet probability density function.
+%   p = dirichletpdf(x, alpha) returns the probability of vector
+%   x under the Dirichlet distribution with parameter vector
+%   alpha.
+%
+%   Author: David Ross
+
+%-------------------------------------------------
+% Check the input
+%-------------------------------------------------
+error(nargchk(2,2,nargin));
+
+% enusre alpha is a vector
+if min(size(alpha)) ~= 1 | ndims(alpha) > 2 | length(alpha) == 1
+    error('alpha must be a vector');
+end
+
+% ensure x is is a vector of the same size as alpha
+if any(size(x) ~= size(alpha))
+    error('x and alpha must be the same size');
+end
+
+
+%-------------------------------------------------
+% Main
+%-------------------------------------------------
+if any(x < 0)
+    p = 0;
+elseif sum(x) ~= 1
+    disp(['dirichletpdf warning: sum(x)~=1, but this may be ' ...
+        'due to numerical issues']);
+    p = 0;
+else
+    z = gammaln(sum(alpha)) - sum(gammaln(alpha)); 
+    z = exp(z);
+
+    p = z * prod(x.^(alpha-1));
+end
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