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

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.

Method Summary

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:

IllegalArgumentException - if one α_k is negative or 0.

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:

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.