Function rgsl::randist::dirichlet::dirichlet

pub fn dirichlet(r: &Rng, alpha: &[f64], theta: &mut [f64])

This function returns an array of K random variates from a Dirichlet distribution of order K-1. The distribution function is

p(\theta_1, ..., \theta_K) d\theta_1 ... d\theta_K =

(1/Z) \prod_{i=1}^K \theta_i^{\alpha_i - 1} \delta(1 -\sum_{i=1}^K \theta_i) d\theta_1 ... d\theta_K

for theta_i >= 0 and alpha_i > 0. The delta function ensures that \sum \theta_i = 1. The normalization factor Z is

Z = {\prod_{i=1}^K \Gamma(\alpha_i)} / {\Gamma( \sum_{i=1}^K \alpha_i)}

The random variates are generated by sampling K values from gamma distributions with parameters a=alpha_i, b=1, and renormalizing. See A.M. Law, W.D. Kelton, Simulation Modeling and Analysis (1991).