Dirichlet Mixture Simulation

MIXTURE is a FORTRAN90 program which simulates a process governed by a Dirichlet Mixture probability density function (PDF).

Each realization of the process involves choosing one of a specified set of Dirichlet PDF's, with given weight, and then sampling that PDF.

The current code is pretty rough, and simply does a simulation. An improved version would involve using the simulation to test procedures for estimating the number of Dirichlet densities in the mixture, and their parameters, using a Bayesian approach.


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


MIXTURE is available in a FORTRAN90 version.

Related Data and Programs:

ASA266, a FORTRAN90 library which evaluates various properties of a Dirichlet distribution.


Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the FORTRAN90 source codes.

Last revised on 20 October 2007.