MIXTURE - Dirichlet Mixture Simulation

MIXTURE simulates a process governed by a Dirichlet Mixture probability density function. 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. Future work will involve using the simulation to test procedures for estimating the number of Dirichlet densities in the mixture, and their parameters, using a Bayesian approach.

Files you may copy include:

The list of routines includes:

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Last revised on 13 March 2001.