rexptr {RGeode} | R Documentation |
Simulate random number from a truncated Exponential distribution.
rexptr(n = 1, lambda = 1, range = NULL)
n |
int, optional |
lambda |
double, optional |
range |
array_like, optional |
It provide a way to simulate from a truncated Exponential distribution with given pameter λ and the range range. This will be used during the posterior sampling in th Gibbs sampler.
rexptr
returns the simulated value of the
distribution:
u |
double |
L. Rimella, lorenzo.rimella@hotmail.it
[1] Y. Wang, A. Canale, D. Dunson.
"Scalable Geometric Density Estimation" (2016).
The implementation of rgammatr is inspired to the Matlab
implementation of rexptrunc by Ye Wang.
#Simulate a truncated Exponential with parameters 0.5 in the range #5,Inf. #Set the range: range<- c(1,Inf) #Simulate the truncated Gamma set.seed(123) vars1<-rexptr(1000,0.5,range) #Look at the histogram hist(vars1,freq=FALSE,ylim=c(0,2),xlim = c(0,5)) lines(density(vars1)) #Compare with a non truncated Exponential set.seed(123) vars2<-rexp(1000,0.5) #Compare the two results lines(density(vars2),col='red') #Observation: simulate without range is equivalent to simulate from #rexp(1000,0.5)