Splus users,
I recently posted the following question:
>I am looking for an Splus function which would estimate the parameters
>of a dirichlet-multinomial mixture (the multicategory analogue of
>the beta-binomial). I also need this function to handle "counts" that
>are not integers.
>
>Does anyone know of such an S-plus function?
I received the following responses from ....
Dean Billheimer
----------------
I don't have an S-plus function that directly estimates the
Dirichlet-multinomial parameters. Several years ago I wrote some Splus
code to perform this feat, and I don't think there was too much involved
(I'm afraid the code fell by the way-side.) Mosimann (1962, I think)
published a paper in Biometrika that provides expressions for the maximum
likelihood estimators for the parameters. These can be solved numerically
with nlmin() or nlminb(). As I recall, the only (relatively) tricky part
was to re-parameterize so that the minizer uses only positive values for
the parameter estimates (like exp(x)). (This may have been before
nlminb() was available.)
Thomas Yee
-----------
I think my VGAM software (http://www.stat.auckland.ac.nz/yee/vgam)
should be able to handle it, provided somebody writes a family function
for it.
Dave Fournier also replied that he has some software that could do the job.
-------------
Thanks for these responses!
Melanie Wigg
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