Maximum Likelihood Estimation of the Dirichlet Distribution

Maximum likelihood estimation of the parameters of the Dirichlet distribution

dirichlet.mle(
  x,
  weights = NULL,
  eps = 10^(-5),
  convcrit = 1e-05,
  maxit = 1000,
  oldfac = 0.3,
  progress = FALSE
)

Arguments

x

x

Value

A list with following entries

alpha Vector of α parameters alpha0 The concentration parameter $α_0=∑_k α_k$ xsi Vector of proportions $ξ_k=α_k / α_0$