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Dirichlet

A Python package to estimate the Dirichlet distribution, calculate maximum likelihood, and test for independence from a variable based on fitting nested Dirichlet distribution hypotheses.

Most of this package is a port of Thomas P. Minka's wonderful Fastfit MATLAB code. Much thanks to him for that and his clear paper "Estimating a Dirichlet distribution".

Dirichlet Test

This likelihood ratio test for independence will determine whether two Dirichlet-distributed data sets are likely to be from the same distribution or from two different ones, much like a chi-square or G-test for independence, but with Dirichlet models.

Installation

pip install git+https://github.com/ericsuh/dirichlet.git

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