[Gretl-devel] Re: Dirichlet distribution
On 27/07/2024 15:57, Sven Schreiber wrote:
Am 27.07.2024 um 14:55 schrieb Cottrell, Allin:
> On Sat, Jul 27, 2024 at 7:01 AM Riccardo (Jack) Lucchetti
> <p002264(a)staff.univpm.it> wrote:
>> While browsing lib/src/random.c, I noticed that we've had the
"dir"
>> parameter to mrandgen for a LOOOOOOOOONG time (if my reconstruction is
>> correct, since 2022a). For example
>>
>> <hansl>
>> matrix D = mrandgen("dir", {0.4, 1.2, 0.8}, 16)
>> </hansl>
>>
>> It would seem that we forgot to document our ability to draw from a
>> Dirichlet distribution; the Changelog is silent on this too.
>>
>> I can't find any email exchange on this subject. Does anyone remember if
>> this was a conscious choice (maybe, insufficient testing), or did we
>> just forget?
> I found the following message that I sent on Dec 16, 2021, which kinda
> suggests that it wasn't sufficiently tested:
>
> <quote>
> I've added Dirichlet ("dir") to the options for mrandgen(), but
I'm
> not sure I've got this right; comments are welcome.
So maybe add a comment to the source there?
On Monday I'm going to add another generator for generic discrete
distributions, so while I'm at it I'm going to test it and add that as well.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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