umontreal.iro.lecuyer.randvarmulti

Class DirichletGen

java.lang.Object

umontreal.iro.lecuyer.randvarmulti.RandomMultivariateGen

umontreal.iro.lecuyer.randvarmulti.DirichletGen

public class DirichletGen
extends RandomMultivariateGen

Extends RandomMultivariateGen for a Dirichlet distribution. This distribution uses the parameters α₁,..., α_k, and has density

f (x₁,…, x_k) = Γ(α₀)∏_i=1^kx_i^α_i-1 / ∏_i=1^kΓ(α_i))

where α₀ = ∑_i=1^kα_i.

Here, the successive coordinates of the Dirichlet vector are generated via the class GammaAcceptanceRejectionGen in package randvar, using the same stream for all the uniforms.

Constructor Summary

Constructors

Constructor and Description
DirichletGen(RandomStream stream, double[] alphas) Constructs a new Dirichlet generator with parameters αi+1 = alphas[i], for i = 0,…, k - 1, and the stream stream.

Method Summary

Modifier and Type	Method and Description
double	getAlpha(int i) Returns the αi+1 parameter for this Dirichlet generator.
void	nextPoint(double[] p) Generates a point from the Dirichlet distribution.
static void	nextPoint(RandomStream stream, double[] alphas, double[] p) Generates a new point from the Dirichlet distribution with parameters alphas, using the stream stream.

Methods inherited from class umontreal.iro.lecuyer.randvarmulti.RandomMultivariateGen

getDimension, getStream, nextArrayOfPoints, setStream

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DirichletGen

public DirichletGen(RandomStream stream,
                    double[] alphas)

Constructs a new Dirichlet generator with parameters α_i+1 = alphas[i], for i = 0,…, k - 1, and the stream stream.

Parameters:

stream - the random number stream used to generate uniforms.

alphas - the α_i parameters of the generated distribution.

Throws:

java.lang.IllegalArgumentException - if one α_k is negative or 0.

java.lang.NullPointerException - if any argument is null.

Method Detail

getAlpha

public double getAlpha(int i)

Returns the α_i+1 parameter for this Dirichlet generator.

Parameters:

i - the index of the parameter.

Returns:

the value of the parameter.

Throws:

java.lang.ArrayIndexOutOfBoundsException - if i is negative or greater than or equal to getDimension.

nextPoint

public static void nextPoint(RandomStream stream,
                             double[] alphas,
                             double[] p)

Generates a new point from the Dirichlet distribution with parameters alphas, using the stream stream. The generated values are placed into p.

Parameters:

stream - the random number stream used to generate the uniforms.

alphas - the α_i parameters of the distribution, for i = 1,…, k.

p - the array to be filled with the generated point.

nextPoint

public void nextPoint(double[] p)

Generates a point from the Dirichlet distribution.

Specified by:

nextPoint in class RandomMultivariateGen

Parameters:

p - the array to be filled with the generated point.