dirichlet_distribution.py

# -*- coding: utf-8 -*-
"""
Created on Tue May 21 12:50:16 2013

@author: ryuhei
"""

import numpy as np
import matplotlib.pyplot as plt

M = 100
alpha = np.array([5.0, 3.0, 2.0])  # Parameter of Dirichlet distribution
K = len(alpha)
alpha *= 0.1
theta = np.random.dirichlet(alpha, M)

theta_avg = np.zeros(K)
for theta_i in theta:
    theta_avg += theta_i
theta_avg /= M

print("alpha: " + str(alpha))
print("theta_avg: " + str(theta_avg))
print("theta[0:10]:\n" + str(theta[0:10]))

fig = plt.figure()
for i in range(10):
    for j in range(10):
        plt.subplot(10, 10, j*10+i + 1)
        plt.pie(theta[j*10+i])
        plt.axis('equal')

plt.figure()
plt.axis('equal')
plt.pie(theta_avg)
plt.title("alpha: " + str(alpha) + "\ntheta_avg: " + str(theta_avg))
plt.show()