function x = dirichletrnd(alpha) %DIRICHLETRND Random vector from a dirichlet distribution. % x = dirichletrnd(alpha) returns a vector randomly selected % from the Dirichlet distribution with parameter vector alpha. % % The algorithm used is the following: % For each alpha(i), generate a value s(i) with distribution % Gamma(alpha(i),1). Now x(i) = s(i) / sum_j s(j). % % Reference: Luc Devroy. Non-Uniform Random Variate Generation % (originally published with Springer-Verlag, New York, 1986) % http://cgm.cs.mcgill.ca/~luc/rnbookindex.html, communicated % to me by Radford Neal and Iain Murray. % % Author: David Ross % $Id$ %------------------------------------------------- % Check the input %------------------------------------------------- error(nargchk(1,1,nargin)); if min(size(alpha)) ~= 1 | length(alpha) < 2 error('alpha must be a vector of length at least 2'); end %------------------------------------------------- % Main %------------------------------------------------- gamma_vals = gamrnd(alpha, ones(size(alpha)), size(alpha)); denom = sum(gamma_vals); x = gamma_vals / denom;