rgammat: Generate random samples from a truncated gamma distribution

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Generate random samples from a truncated gamma distribution

Description

Generates random observations from a gamma distribution truncated to the interval (lower, upper) using inverse transform sampling.

Usage

rgammat(n, shape, scale, lower, upper)

Arguments

n	Integer. Number of observations to generate.
shape	Numeric. Shape parameter of the gamma distribution.
scale	Numeric. Scale parameter of the gamma distribution.
lower	Numeric. Lower truncation bound.
upper	Numeric. Upper truncation bound.

Details

Random values are generated by sampling from a uniform distribution on the interval [F(lower), F(upper)], where F is the CDF of the gamma distribution, and then applying the inverse CDF.

This approach ensures that the generated values follow the truncated distribution exactly.

The implementation is based on the inverse transform method as described in: https://www.r-bloggers.com/2020/08/generating-data-from-a-truncated-distribution/

Value

A numeric vector of length n containing random draws from the truncated gamma distribution.

Author(s)

Martin Haringa

insurancerating documentation built on July 30, 2026, 5:09 p.m.