annotate toolboxes/FullBNT-1.0.7/KPMstats/dirichlet_sample.m @ 0:cc4b1211e677
tip
initial commit to HG from
Changeset:
646 (e263d8a21543) added further path and more save "camirversion.m"
| author |
Daniel Wolff |
| date |
Fri, 19 Aug 2016 13:07:06 +0200 |
| parents |
|
| children |
|
| rev |
line source |
|
Daniel@0
|
1 function theta = dirichlet_sample(alpha, N)
|
|
Daniel@0
|
2 % SAMPLE_DIRICHLET Sample N vectors from Dir(alpha(1), ..., alpha(k))
|
|
Daniel@0
|
3 % theta = sample_dirichlet(alpha, N)
|
|
Daniel@0
|
4 % theta(i,j) = i'th sample of theta_j, where theta ~ Dir
|
|
Daniel@0
|
5
|
|
Daniel@0
|
6 % We use the method from p. 482 of "Bayesian Data Analysis", Gelman et al.
|
|
Daniel@0
|
7
|
|
Daniel@0
|
8 assert(alpha > 0);
|
|
Daniel@0
|
9 k = length(alpha);
|
|
Daniel@0
|
10 theta = zeros(N, k);
|
|
Daniel@0
|
11 scale = 1; % arbitrary
|
|
Daniel@0
|
12 for i=1:k
|
|
Daniel@0
|
13 %theta(:,i) = gamrnd(alpha(i), scale, N, 1);
|
|
Daniel@0
|
14 theta(:,i) = gamma_sample(alpha(i), scale, N, 1);
|
|
Daniel@0
|
15 end
|
|
Daniel@0
|
16 %theta = mk_stochastic(theta);
|
|
Daniel@0
|
17 S = sum(theta,2);
|
|
Daniel@0
|
18 theta = theta ./ repmat(S, 1, k);
|
