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Diffstat (limited to 'sourcecodes/bnt-master/KPMstats/dirichletpdf.m')
| -rw-r--r-- | sourcecodes/bnt-master/KPMstats/dirichletpdf.m | 39 |
1 files changed, 39 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/KPMstats/dirichletpdf.m b/sourcecodes/bnt-master/KPMstats/dirichletpdf.m new file mode 100644 index 00000000..8b789844 --- /dev/null +++ b/sourcecodes/bnt-master/KPMstats/dirichletpdf.m @@ -0,0 +1,39 @@ +function p = dirichletpdf(x, alpha) +%DIRICHLETPDF Dirichlet probability density function. +% p = dirichletpdf(x, alpha) returns the probability of vector +% x under the Dirichlet distribution with parameter vector +% alpha. +% +% Author: David Ross + +%------------------------------------------------- +% Check the input +%------------------------------------------------- +error(nargchk(2,2,nargin)); + +% enusre alpha is a vector +if min(size(alpha)) ~= 1 | ndims(alpha) > 2 | length(alpha) == 1 + error('alpha must be a vector'); +end + +% ensure x is is a vector of the same size as alpha +if any(size(x) ~= size(alpha)) + error('x and alpha must be the same size'); +end + + +%------------------------------------------------- +% Main +%------------------------------------------------- +if any(x < 0) + p = 0; +elseif sum(x) ~= 1 + disp(['dirichletpdf warning: sum(x)~=1, but this may be ' ... + 'due to numerical issues']); + p = 0; +else + z = gammaln(sum(alpha)) - sum(gammaln(alpha)); + z = exp(z); + + p = z * prod(x.^(alpha-1)); +end \ No newline at end of file |
