Dirichlet distribution

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ed...@hilearn.io

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Oct 3, 2018, 5:11:11 AM10/3/18
to LibBi Users
Hello
Is there any simple way to implement Dirichlet distribution in LibBi language

Thanks

Lawrence Murray

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Oct 3, 2018, 5:48:22 AM10/3/18
to LibBi Users
If you're just needing to simulate from a Dirichlet, you can do so by simulating a vector of independent gamma variates, then divide each through by the sum. The sum could be obtained with inclusive_scan.

Lawrence

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