rgamma0: Simulate gamma random variates

In ADtools: Automatic Differentiation Toolbox

Description

Simulate gamma random variates

Usage

rgamma0(n, shape, scale, method = "inv_tf")

Arguments

n	Positive integer; the number of samples.
shape	Positive number; the shape of the gamma distribution.
scale	Positive number; the scale of the gamma distribution.
method	'base' or 'inv_tf'; 'base' refers to 'stats::rgamma' while 'inv_tf' refers to inverse transform.

Note

Inverse transform is slower, but it is provided to remedy that base R uses two algorithms to simulate gamma random variables in different parameter regions, which creates a discontinuity in the pathwise derivative.

Examples

n <- 10
rgamma0(n, shape = 1, scale = 1)

ADtools documentation built on Nov. 9, 2020, 5:09 p.m.