Statistics.Distribution.Dirichlet

Creation date: Tue Oct 20 10:10:39 2020.

Dirichlet distribution

data DirichletDistribution

The Dirichlet distribution.

Instances

Eq DirichletDistribution

Defined in Statistics.Distribution.Dirichlet

Methods

(==) :: DirichletDistribution -> DirichletDistribution -> Bool

(/=) :: DirichletDistribution -> DirichletDistribution -> Bool

Show DirichletDistribution

Defined in Statistics.Distribution.Dirichlet

Methods

showsPrec :: Int -> DirichletDistribution -> ShowS

show :: DirichletDistribution -> String

showList :: [DirichletDistribution] -> ShowS

dirichletDistribution :: Vector Double -> Either String DirichletDistribution

Create a Dirichlet distribution from the given parameter vector.

Return Left if:

• The parameter vector has less then two elements.
• One or more parameters are negative or zero.

dirichletDensity :: DirichletDistribution -> Vector Double -> Log Double

Density of the Dirichlet distribution evaluated at a given value vector.

Return 0 if:

• The value vector has a different length than the parameter vector.
• The value vector has elements being negative or zero.
• The value vector does not sum to 1.0 (with tolerance eps = 1e-14).

dirichletSample :: StatefulGen g m => DirichletDistribution -> g -> m (Vector Double)

Sample a value vector from the Dirichlet distribution.

Symmetric Dirichlet distribution

data DirichletDistributionSymmetric

See DirichletDistribution but with parameter vector replicate DIM VAL.

Instances

Eq DirichletDistributionSymmetric

Defined in Statistics.Distribution.Dirichlet

Methods

(==) :: DirichletDistributionSymmetric -> DirichletDistributionSymmetric -> Bool

(/=) :: DirichletDistributionSymmetric -> DirichletDistributionSymmetric -> Bool

Show DirichletDistributionSymmetric

Defined in Statistics.Distribution.Dirichlet

Methods

showsPrec :: Int -> DirichletDistributionSymmetric -> ShowS

show :: DirichletDistributionSymmetric -> String

showList :: [DirichletDistributionSymmetric] -> ShowS

dirichletDistributionSymmetric :: Int -> Double -> Either String DirichletDistributionSymmetric

Create a symmetric Dirichlet distribution of given dimension and parameter.

Return Left if:

• The given dimension is smaller than two.
• The parameter is negative or zero.

dirichletDensitySymmetric :: DirichletDistributionSymmetric -> Vector Double -> Log Double

Density of the symmetric Dirichlet distribution evaluated at a given value vector.

Return 0 if:

• The value vector has a different dimension.
• The value vector has elements being negative or zero.
• The value vector does not sum to 1.0 (with tolerance eps = 1e-14).

dirichletSampleSymmetric :: StatefulGen g m => DirichletDistributionSymmetric -> g -> m (Vector Double)

Sample a value vector from the symmetric Dirichlet distribution.