rexptr: Random generator for a Truncated Exponential distribution.

Description Usage Arguments Details Value Author(s) References Examples

Description

Simulate random number from a truncated Exponential distribution.

Usage

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rexptr(n = 1, lambda = 1, range = NULL)

Arguments

n

int, optional
number of simulations.

lambda

double, optional
parameter of the distribution.

range

array_like, optional
domain of the distribution, where we truncate our Exponential. range(0) is the min of the range and range(1) is the max of the range.

Details

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.

Value

rexptr returns the simulated value of the distribution:

u

double
it is the simulated value of the truncated Exponential distribution. It will be a value in (range(0), range(1)).

Author(s)

L. Rimella, lorenzo.rimella@hotmail.it

References

Examples

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#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)

LorenzoRimella/RGEODE documentation built on May 20, 2019, 2:28 p.m.