annotate toolboxes/FullBNT-1.0.7/KPMstats/dirichletrnd.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 x = dirichletrnd(alpha)
Daniel@0 2 %DIRICHLETRND Random vector from a dirichlet distribution.
Daniel@0 3 % x = dirichletrnd(alpha) returns a vector randomly selected
Daniel@0 4 % from the Dirichlet distribution with parameter vector alpha.
Daniel@0 5 %
Daniel@0 6 % The algorithm used is the following:
Daniel@0 7 % For each alpha(i), generate a value s(i) with distribution
Daniel@0 8 % Gamma(alpha(i),1). Now x(i) = s(i) / sum_j s(j).
Daniel@0 9 %
Daniel@0 10 % The above algorithm was recounted to me by Radford Neal, but
Daniel@0 11 % a reference would be appreciated...
Daniel@0 12 % Do the gamma parameters always have to be 1?
Daniel@0 13 %
Daniel@0 14 % Author: David Ross
Daniel@0 15 % $Id: dirichletrnd.m,v 1.1.1.1 2005/05/22 23:32:12 yozhik Exp $
Daniel@0 16
Daniel@0 17 %-------------------------------------------------
Daniel@0 18 % Check the input
Daniel@0 19 %-------------------------------------------------
Daniel@0 20 error(nargchk(1,1,nargin));
Daniel@0 21
Daniel@0 22 if min(size(alpha)) ~= 1 | length(alpha) < 2
Daniel@0 23 error('alpha must be a vector of length at least 2');
Daniel@0 24 end
Daniel@0 25
Daniel@0 26
Daniel@0 27 %-------------------------------------------------
Daniel@0 28 % Main
Daniel@0 29 %-------------------------------------------------
Daniel@0 30 gamma_vals = gamrnd(alpha, ones(size(alpha)), size(alpha));
Daniel@0 31 denom = sum(gamma_vals);
Daniel@0 32 x = gamma_vals / denom;