Description Usage Arguments Details Value Author(s) References Examples
Simulate random number from a truncated Exponential distribution.
1 |
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.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | #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)
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