I was wondering if someone knew about a python package that implements MLE to estimate parameters of a Dirichlet distribution.
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Eric Suh has a package here.
$ pip install git+https://github.com/ericsuh/dirichlet.git
Then:
import numpy
import dirichlet
a0 = numpy.array([100, 299, 100])
D0 = numpy.random.dirichlet(a0, 1000)
dirichlet.mle(D0)

Tim Hopper
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