R: Fitting a Dirichlet distribution via Newton-Rapshon

Fitting a Dirichlet distribution via Newton-Rapshon {Rfast} | R Documentation

## Fitting a Dirichlet distribution via Newton-Rapshon

### Description

Fitting a Dirichlet distribution via Newton-Rapshon.

### Usage

    diri.nr2(x, type = 1, tol = 1e-07)

### Arguments

`x` | A matrix containing the compositional data. Zeros are not allowed.
`type` | Type 1 uses a vectorised version of the Newton-Raphson (Minka, 2012). In high dimensions this is to be preferred. If the data are too concentrated, regardless of the dimensions, this is also to be preferrred. Type 2 uses the regular Newton-Raphson, with matrix multiplications. In small dimensions this can be considerably faster.
`tol` | The tolerance level idicating no further increase in the log-likelihood.

### Details

Maximum likelihood estimation of the parameters of a Dirichlet distribution is performed via Newton-Raphson. Initial values suggested by Minka (2012) are used.

### Value

A list including:

`loglik` | The value of the log-likelihood.
`param` | The estimated parameters.

### Author(s)

Michail Tsagris and Manos Papadakis

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

### References

Minka Thomas (2012). Estimating a Dirichlet distribution. Technical report.

Ng Kai Wang, Guo-Liang Tian, and Man-Lai Tang (2011). Dirichlet and related distributions: Theory, methods and applications. John Wiley & Sons.

### See Also

`beta.mle`

### Examples

    x <- matrix( rgamma(100 * 4, c(5, 6, 7, 8), 1), ncol = 4)
    x <- x / rowsums(x)
    res<-diri.nr2(x)

[Package Rfast version 2.0.4 Index]