BDMLIB - Estimate Dirichlet Mixture Weights

BDMLIB addresses the problem of determining the weights W that define a Dirichlet mixture. To generate "events", first one of the component Dirichlet PDF's is chosen based on the weights. 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.

Sound confusing? Just wait! Now, we assume that we are watching this process, and have no knowledge of the weights used. 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.

Files you may copy include:

• bdmlib.f90, the source code;
• bdmlib_prb.f90, a sample calling program;
• bdmlib_prb.out, the output;
• mixture.dat, data defining the mixture;

The list of routines includes:

• AMINO_PRINT prints the amino acid parameters.
• BINOMIAL_SAMPLE samples the Binomial PDF.
• C_CAP capitalizes a single character.
• C_EQI is a case insensitive comparison of two characters for equality.
• C_NEXT "reads" space-separated characters from a string, one at a time.
• C_TO_AMINO_NAME converts a character to an amino acid name.
• C_TO_DIGIT returns the integer value of a base 10 digit.
• COMP_PARAM_PRINT prints the parameters for the mixture components.
• DIRICHLET_MEAN returns the means of the Dirichlet PDF.
• DIRICHLET_MIX_CHECK checks the parameters of a Dirichlet mixture PDF.
• DIRICHLET_MULTINOMIAL_PDF evaluates a Dirichlet Multinomial PDF.
• DIRICHLET_SAMPLE samples the Dirichlet PDF.
• DISCRETE_CDF_INV inverts the Discrete CDF.
• DISCRETE_SAMPLE samples the Discrete PDF.
• EVENT_PROCESS updates the mixture weight distribution parameters.
• EXPONENTIAL_01_CDF_INV inverts the Exponential 01 CDF.
• EXPONENTIAL_01_SAMPLE samples the Exponential PDF with parameter 1.
• EXPONENTIAL_CDF_INV inverts the Exponential CDF.
• EXPONENTIAL_SAMPLE samples the Exponential PDF.
• GAMMA_LOG calculates the natural logarithm of GAMMA ( X ) for positive X.
• GAMMA_SAMPLE samples the Gamma PDF.
• I_NEXT "reads" integers from a string, one at a time.
• MIXTURE_READ reads the Dirichlet mixture parameters from a file.
• MULTINOMIAL_SAMPLE samples the Multinomial PDF.
• NORMAL_01_SAMPLE samples the Normal 01 PDF.
• R_NEXT "reads" real numbers from a string, one at a time.
• RVEC_COPY copies a real vector.
• RVEC_PRINT prints a real vector, with an optional title.
• RVEC_SUM sums the entries of a real vector.
• RVEC_UNIT_SUM normalizes a real vector to have unit sum.
• S_BEGIN is TRUE if one string matches the beginning of the other.
• S_TO_I reads an integer value from a string.
• S_TO_R reads a real number from a string.

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