HLNfit

Code for fitting and visualizing a Hierarchical Logistic-Normal distribution

The Logistic-Normal distribution [1] is a distribution over a simplex which forms a richer class of distributions than Dirichlets and better captures intercomponent correlations. We present the method for fitting a Hierarchical Logistic-Normal (HLN) distribution given by Hoff [2].

Instructions:
1. First make sure you have the Matlab Statistics Toolbox.
2. Unzip hlnfit.zip.
3. Open Matlab and run hlnscript

See also:
http://www.cs.cmu.edu/~jch1/research/hln/hlnfit.html

[1] J Aitchison and S.M. Shen, Logistic-normal distributions: Some properties and uses,Biometrika 67 (1980).
[2]Peter Hoff, Nonparametric modelling of hierarchically exchangeable data, Tech. report, Department of Statistics, University of Washington, 2003.