rgammatr {RGeode} | R Documentation |
Simulate random number from a truncated Gamma distribution.
rgammatr(n = 1, A = 0, B = 1, range = NULL)
n |
int, optional |
A |
double, optional |
B |
double, optional |
range |
array_like, optional |
It provide a way to simulate from a truncated Gamma distribution with given pameters A,B and range range. This will be used during the posterior sampling in th Gibbs sampler.
rgammatr
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 gamrndtruncated by Ye Wang.
#Simulate a truncated Gamma with parameters 1,2 in the range #1,5. #Set the range: range<- c(1,5) #Simulate the truncated Gamma set.seed(123) vars1<-rgammatr(1000,1,2,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 Gamma set.seed(123) vars2<-rgamma(1000,1,2) #Compare the two results lines(density(vars2),col='red') #Observation: simulate without range is equivalent to simulate from #rgamma(1000,1,2)