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May 24, 2018 1:52 AM
(1128 views)

Hi,

I am trying some Bayesian bootstrapping and would like to do it in JMP Pro. One of the prior distibutions I would like to use is Dirichlet. I was thinking of using the column data type Expression to hold vectors of the weights and using the Compress to Label Addin to index the unique values in the column so I know which row/column of the vector contains the correct weight to apply.

I can generate Dirichlet vectors using the R connector (below) but would like to do it in a formula column so I can take advantage of the Bootstrap feature in Pro. Any suggestions?

```
Names Default To Here( 1 );
R Init();
//input list, outputlist, Rcode
rc = R Execute(
{nSamples,pollResult},
{x},
"
library (DirichletReg)
x <- rdirichlet(nSamples, c(728,584,138))"
);
Wait( 3 );
//get dataframe from R
resultMatrix = R Get(x);
//close connection
R Term();
//export results
dt = As Table( resultMatrix );
```

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May 25, 2018 10:03 AM
(1613 views)
| Posted in reply to message from stephen_pearson 05/24/2018 04:52 AM

Hi Stephen,

You can paste the code below into a column formula, and it should sample from a Dirichlet. I'd recommend that you convince yourself that it's accurate before using it, since I didn't test it. I wrote it based off of https://en.wikipedia.org/wiki/Dirichlet_distribution#Random_number_generation

```
alpha = [1 2 3 4 5];
gams = Random Gamma(alpha)`;
gams/sum(gams); // values sampled from dirichlet with concentration parameters alpha
```

Milo

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Re: Dirichlet distributions in JMP (for Bayes prior)

May 24, 2018 3:56 AM
(1114 views)
| Posted in reply to message from stephen_pearson 05/24/2018 04:52 AM

The Dirichlet distribution is not available directly in JMP but you do not need to call R in this case. You can make a column formula in which you use the functions that are available in JMP. See, for example, "What is an intuitive explanation of the Dirichlet distribution?" for more information.

Learn it once, use it forever!

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May 25, 2018 10:03 AM
(1614 views)
| Posted in reply to message from stephen_pearson 05/24/2018 04:52 AM

Hi Stephen,

You can paste the code below into a column formula, and it should sample from a Dirichlet. I'd recommend that you convince yourself that it's accurate before using it, since I didn't test it. I wrote it based off of https://en.wikipedia.org/wiki/Dirichlet_distribution#Random_number_generation

```
alpha = [1 2 3 4 5];
gams = Random Gamma(alpha)`;
gams/sum(gams); // values sampled from dirichlet with concentration parameters alpha
```

Milo

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Re: Dirichlet distributions in JMP (for Bayes prior)

Combining this infomation with Expand Vector Column Add-in has given me just what I needed. Thanks.