michaelchughes

% Script to understand calculation of log probability of the Dirichlet
%   in high dimensions.
% Requires: Minka's fastfit toolbox
%    http://research.microsoft.com/en-us/um/people/minka/software/fastfit/
% For complete problem description, check out
% http://stats.stackexchange.com/questions/36111/calculating-log-prob-of-dirichlet-distribution-in-high-dimensions

concParam = 0.01;
EPS = 1e-15;