1.2.3-SNAPSHOT Arrow_down_16x16

sample-dirichlet

incanter.stats

  • (sample-dirichlet size alpha)

Examples:
(use '(incanter core stats charts))

;; a total of 1447 adults were polled to indicate their preferences for
;; candidate 1 (y1=727), candidate 2 (y2=583), or some other candidate or no
;; preference (y3=137).

;; the counts y1, y2, and y3 are assumed to have a multinomial distribution
;; If a uniform prior distribution is assigned to the multinomial vector
;; theta = (th1, th2, th3), then the posterior distribution of theta is
;; proportional to g(theta) = th1^y1 * th2^y2 * th3^y3, which is a
;; dirichlet distribution with parameters (y1+1, y2+1, y3+1)
(def theta (sample-dirichlet 1000 [(inc 727) (inc 583) (inc 137)]))
;; view means, 95% CI, and histograms of the proportion parameters
(mean (sel theta :cols 0))
(quantile (sel theta :cols 0) :probs [0.0275 0.975])
(view (histogram (sel theta :cols 0)))
(mean (sel theta :cols 1))
(quantile (sel theta :cols 1) :probs [0.0275 0.975])
(view (histogram (sel theta :cols 1)))
(mean (sel theta :cols 2))
(quantile (sel theta :cols 2) :probs [0.0275 0.975])
(view (histogram (sel theta :cols 2)))

;; view a histogram of the difference in proportions between the first
;; two candidates
(view (histogram (minus (sel theta :cols 0) (sel theta :cols 1))))


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Plus_12x12 Minus_12x12 Source incanter/stats.clj:1017 top

(defn sample-dirichlet
"
  Examples:
    (use '(incanter core stats charts))

    ;; a total of 1447 adults were polled to indicate their preferences for
    ;; candidate 1 (y1=727), candidate 2 (y2=583), or some other candidate or no
    ;; preference (y3=137).

    ;; the counts y1, y2, and y3 are assumed to have a multinomial distribution
    ;; If a uniform prior distribution is assigned to the multinomial vector
    ;; theta = (th1, th2, th3), then the posterior distribution of theta is
    ;; proportional to g(theta) = th1^y1 * th2^y2 * th3^y3, which is a
    ;; dirichlet distribution with parameters (y1+1, y2+1, y3+1)
    (def  theta (sample-dirichlet 1000 [(inc 727) (inc 583) (inc 137)]))
    ;; view means, 95% CI, and histograms of the proportion parameters
    (mean (sel theta :cols 0))
    (quantile (sel theta :cols 0) :probs [0.0275 0.975])
    (view (histogram (sel theta :cols 0)))
    (mean (sel theta :cols 1))
    (quantile (sel theta :cols 1) :probs [0.0275 0.975])
    (view (histogram (sel theta :cols 1)))
    (mean (sel theta :cols 2))
    (quantile (sel theta :cols 2) :probs [0.0275 0.975])
    (view (histogram (sel theta :cols 2)))

    ;; view  a histogram of the difference in proportions between the first
    ;; two candidates
    (view (histogram (minus (sel theta :cols 0) (sel theta :cols 1))))


"
([^Integer size alpha]
    (let [W (trans (for [a alpha] (sample-gamma size :shape a :rate 1)))
          T (map sum W)]
      (matrix (map #(div %1 %2) W T)))))
Vars in incanter.stats/sample-dirichlet: defn let map
Used in 0 other vars

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