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I want to run an estimation assuming that my variables are distributed according to the Dirichlet distribution. To do so, I need to use the cdf function. For all the distributions in R, there are the respective r,p and d functions that produce random variables, pdf and cdf. Nevertheless, for the Dirichlet, I can only find the random number generator and the pdf. Is there a similar package for R that gives the cdf?

Many thanks,

KGeor
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    I'm not finding anything either, but see http://stats.stackexchange.com/questions/57262/implementation-of-dirichlet-cdf – James King Jun 20 '14 at 14:44
  • Consider providing an example of a pdf that you want and maybe someone here can write an acceptable integration function for it, if that might help. – Mark Miller Jun 20 '14 at 16:10
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    Did the post stackexchange answer your question? If not, remove the last sentence (for some incomprehensible reason, the "community" doesn't like questions about recommending a package), and add a little more detail. For instance, do you need the CDF of the bivariate dirichlet distribution, or do you need the more general, k-variate case?? FWIW, I think this is a perfectly reasonable question. – jlhoward Jun 23 '14 at 16:48

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