R: MLE of the inverted Dirichlet distribution

MLE of the inverted Dirichlet distribution {Rfast} | R Documentation

## MLE of the inverted Dirichlet distribution

### Description

MLE of the inverted Dirichlet distribution.

### Usage

    invdir.mle(x, tol = 1e-09)

### Arguments

`x` | A matrix with strictly positive data (no zeros are allowed).
`tol` | The tolerance level up to which the maximisation stops.

### Details

Maximum likelihood estimation of the parameters of the inverted is performed via Newton-Raphson. We took the initial values suggested by Bdiri T. and Bouguila N. (2012) and modified them a bit.

### Value

A list including:

`iters` | The number of iterations required by the Newton Raphson.
`loglik` | The value of the log-likelihood.
`param` | The estimated parameters.

### Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <mtsagris@yahoo.gr> and Manos Papadakis <papadakm95@gmail.com>

### References

Bdiri T. and Bouguila N. (2012). Positive vectors clustering using inverted Dirichlet finite mixture models. Expert Systems with Applications, 39(2): 1869-1882.

### See Also

`diri.nr2, multinom.mle`

### Examples

    x <- as.matrix(iris[, 1:4])
    system.time( for(i in 1:100) invdir.mle(x) )
    res<-invdir.mle(x)

[Package Rfast version 2.0.0 Index]