How to fit a Dirichlet Distribution using MLE in Distributions.jl?

[stochastic_guy]

Sorry I missed your response in slack. I just saw your reply.

• VectorOfArrays come from here:

Very best way to concatenate an array of arrays

using RecursiveArrayTools VA = VectorOfArray(A) arr = convert(Array,VA) VectorOfArray is a lazy representation of the array of arrays as a higher order tensor (/matrix if A is a vector of vectors). It uses the indexing fallback to do the conversion. Honestly, I tried writing my own loop for the conversion but the fallback was faster (Tim Holy Cartesian magic?) so this is what I’ve found to be the fastest, and I don’t know how to recreate it without using the lazy matrix indexing.

• Alphas are the priors to the Dirichlet Distribution.
• K should take +ve integer value (User can decide what value to take)