www.pudn.com > HMM1.zip > dirichletpdf.m


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