This toolbox implements efficient maximum-likelihood estimation of various distributions. It utilizes the technique of generalized Newton iteration, described in the following papers:

• Beyond Newton's method
• Estimating a Dirichlet distribution
• Estimating a Gamma distribution

This toolbox requires the Lightspeed toolbox, so you will need to install both.

See Contents.m for more details.

A python port is available at https://github.com/ericsuh/dirichlet

Tom Minka