rtgamma: Testing truncated Gamma sampling

In BART: Bayesian Additive Regression Trees

Testing truncated Gamma sampling

Description

Truncated Gamma draws are needed for the standard deviation of the random effects Gibbs conditional.

Usage

rtgamma(n, shape, rate, a)

Arguments

n	Number of samples.
shape	Sampling from a truncated Gamma where E[x]=shape/rate.
rate	This parameter is the inverse of the scale which is an alternative representation for the Gamma distribution.
a	The truncation point, i.e., a<x.

Value

Returns n truncated Gamma, i.e., Gam(shape, rate)I(a, infinity).

References

Gentle J. (2013) Random number generation and Monte Carlo methods. Springer, New York, NY.

Examples

set.seed(12)
rtgamma(1, 3, 1, 4)
rtgamma(1, 3, 1, 4)

a=rtgamma(10000, 10, 2, 1)
mean(a)
min(a)

BART documentation built on March 31, 2023, 5:17 p.m.