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R軟體套件"rBeta2009"之評估及應用 / Evaluation and Applications of the Package "rBeta2009"劉世璿, Liu, Shih Hsuan Unknown Date (has links)
本論文主要是介紹並評估一個R的軟體套件叫做"rBeta2009"。此套件是由Cheng et al. (2012) [8] 所設計,其目的是用來產生貝他分配(Beta Distribution)及狄氏分配(Dirichlet Distribution)的亂數。本論文特別針對此套件之(i)有效性(effiniency)、(ii)精確性(accuracy)及(iii)隨機性(randomness)進行評估,並與現有的R套件作比較。此外,本論文也介紹如何應用此套件來產生(i)反貝他分配(Inverted Beta Distribution)、(ii)反狄氏分配(Inverted Dirichlet Distribution)、(iii)Liouville分配及(iv)凸面區域上的均勻分配之亂數。 / A package in R called "rBeta2009", originally designed by Cheng et al. (2012) [6], was introduced and evaluated in this thesis. The purpose of the package is generating beta random numbers and Dirichlet random vectors. In this paper, we not only evaluated (i) the efficiency, (ii) the accuracy and (iii) the randomness, but also compare it with other R packages currently in use. In addition, it was also scrutinized in this thesis how to generate (i) inverted beta random numbers, (ii) inverted Dirichlet random vectors, (iii) Liouville random vectors, and (iv) uniform random vectors over convex polyhedron by using the same package.
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以高效率狄氏演算法產生其他機率分配 / Generation of Distributions Based on an Efficient Dirichlet Algorithm陳韋成, Chen, Wei Cheng Unknown Date (has links)
狄氏分配(Dirichlet distribution)可視為高維度的貝他分配,其應用範圍包括貝氏分析的共軛先驗分配,多變量資料建模。當狄氏分配參數α_1=⋯=α_(n+1)=1時,可視為在n維空間的單體(simplex)均勻分配。高維度空間的不規則區域均勻分配有很多的應用,例如:在不規則區域中物種調查的方區抽樣和蒙地卡羅模擬(Monte Carlo Simulation)常需要多面體的均勻亂數,利用狄氏分配可更迅速的生成不規則區域的均勻亂數。本論文主要是評估由Cheng et al. (2012) 設計的R統計軟體套件“rBeta2009” [8],並探討如何利用此套件中的狄氏分配演算法來生成其他多變量分配,如:(i)反狄氏分配(Inverted Dirichlet distribution) (ii) Liouville分配,以及(iii)由線性限制式所圍成的多面體空間之均勻分配。本文也利用電腦模擬的方式驗證本文介紹之方法比現有的電腦軟體中的演算法有效率(以電腦執行時間來看)。 / Dirichlet distributions can be taken as a high-dimensioned version of beta distributions, and it has many applications, such as conjugate prior distribution in bayesian Inference and construction of the model of multivariate data. When the parameters of Dirichlet distributions are α_1=⋯=α_(n+1)=1, it can be regarded as uniform distribution within a n-dimensioned simplex. High-dimensioned uniform distribution in irregular domains has various applications, such as species surveys in quadrats sampling and Monte Carlo simulation, which often need to generate uniform random vectors over polyhedrons. With Dirichlet distributions, it is more efficient to generate uniform random vectors in irregular domain. This article evaluated the module in R, “rBeta2009” [8], originally designed by Cheng et al. (2012), and discusses how to generate other multivariate distributions by using the Dirichlet algorithm in the package, including generation of (i) Inverted Dirichlet random vectors (ii) Liouville random vectors, and (iii) uniform random vectors over polyhedrons with linear constraints. The article also verified that the method is more efficient than the older package in R. (by comparing the CPU time.)
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