Module rgsl::randist::dirichlet

Functions

This function returns an array of K random variates from a Dirichlet distribution of order K-1. The distribution function is

dirichlet_lnpdf

This function computes the logarithm of the probability density p(\theta_1, … , \theta_K) for a Dirichlet distribution with parameters alpha[K].

dirichlet_pdf

This function computes the probability density p(\theta_1, … , \theta_K) at theta[K] for a Dirichlet distribution with parameters alpha[K], using the formula given above.