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On the fast computation of the Dirichlet-multinomial log-likelihood function

Author

Listed:
  • Alessandro Languasco

    (Università di Padova)

  • Mauro Migliardi

    (Università di Padova)

Abstract

We introduce a new algorithm to compute the difference between values of the $$\log \Gamma$$ log Γ -function in close points, where $$\Gamma$$ Γ denotes Euler’s gamma function. As a consequence, we obtain a way of computing the Dirichlet-multinomial log-likelihood function which is more accurate, has a better computational complexity and a wider range of application than the previously known ones.

Suggested Citation

  • Alessandro Languasco & Mauro Migliardi, 2023. "On the fast computation of the Dirichlet-multinomial log-likelihood function," Computational Statistics, Springer, vol. 38(4), pages 1995-2013, December.
    • Handle: RePEc:spr:compst:v:38:y:2023:i:4:d:10.1007_s00180-022-01311-7
    DOI: 10.1007/s00180-022-01311-7
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    References listed on IDEAS

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    1. Yee, Thomas W., 2010. "The VGAM Package for Categorical Data Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(i10).
    2. Rainer Winkelmann, 2008. "Econometric Analysis of Count Data," Springer Books, Springer, edition 0, number 978-3-540-78389-3, March.
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