Estimate Dirichlet Mixture Weights

BDMLIB is a FORTRAN77 library which estimates the weights W in a Dirichlet mixture PDF (probability density function) by analyzing events that were generated by the mixture.

To generate "events", first one of the component Dirichlet PDF's is chosen based on the weights W. Then the Dirichlet PDF, whose parameters ALPHA are known, is used to generate a probability vector P. This probability vector is then used with the multinomial PDF to generate an integer vector X, which is the result.

Now, we assume that we are watching this process, and have no knowledge of the weights W. Simply by observing the result vectors X, we will try to estimate the values of the W's. A pseudo-Bayesian process is used to do this.


The computer code and data files made available on this web page are distributed under the GNU LGPL license.


BDMLIB is available in a FORTRAN77 version and a FORTRAN90 version.

Related Data and Programs:

ASA266, a FORTRAN77 library which evaluates various properties of a Dirichlet distribution.

GETWGT, a FORTRAN90 library which estimates the parameters of a Dirichlet mixture.


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Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the FORTRAN77 source codes.

Last revised on 17 July 2013.