Generate Dirichlet distribution

gistfile1.py

import random, time
import pylab, numpy

def method1(n):
    s = 1.0
    r = []
    for i in xrange(n):
        t = s * (1 - random.random() ** (1.0 / (n - i)))
        s -= t
        r.append(t)

    return r

def method1_recursive(n, s=1.0):
    if n == 0:
        return []
    else:
        t = s * (1 - random.random() ** (1.0 / n))
        return [t] + method1_recursive(n-1, s-t)

def method2(n):
    d = [random.random() for i in xrange(n)]
    d.sort()
    d.append(1.0)
    return [d[i+1] - d[i] for i in xrange(n)]

n = 3
for method in [method1, method1_recursive, method2]:
    n_iters = 100
    t0 = time.time()

    dist = []
    for iter in xrange(n_iters):
        dist += method(n)

    dist.sort()
    xs = numpy.linspace(1.0 / len(dist), 1.0, num=len(dist))

    pylab.plot(dist, xs)

    print method, time.time() - t0

pylab.show()
Erik-Bernhard