www.pudn.com > HMM1.zip > dirichlet_sample.m
function theta = dirichlet_sample(alpha, N)
> SAMPLE_DIRICHLET Sample N vectors from Dir(alpha(1), ..., alpha(k))
> theta = sample_dirichlet(alpha, N)
> theta(i,j) = i'th sample of theta_j, where theta ~ Dir
> We use the method from p. 482 of "Bayesian Data Analysis", Gelman et al.
assert(alpha > 0);
k = length(alpha);
theta = zeros(N, k);
scale = 1; > arbitrary
for i=1:k
>theta(:,i) = gamrnd(alpha(i), scale, N, 1);
theta(:,i) = gamma_sample(alpha(i), scale, N, 1);
end
>theta = mk_stochastic(theta);
S = sum(theta,2);
theta = theta ./ repmat(S, 1, k);