rgammatr: Random generator for a Truncated Gamma distribution.

Description Usage Arguments Details Value Author(s) References Examples

View source: R/rgammatr.R

Description

Simulate random number from a truncated Gamma distribution.

Usage

1
rgammatr(n = 1, A = 0, B = 1, range = NULL)

Arguments

n

int, optional
number of simulations.

A

double, optional
shape parameter of the distribution.

B

double, optional
rate parameter of the distribution.

range

array_like, optional
domain of the distribution, where we truncate our Gamma. 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 Gamma distribution with given pameters A,B and range range. This will be used during the posterior sampling in th Gibbs sampler.

Value

rgammatr returns the simulated value of the distribution:

u

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

Author(s)

L. Rimella, lorenzo.rimella@hotmail.it

References

Examples

 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 Gamma with parameters 1,2 in the range
#1,5.
#Set the range:
range<- c(1,5)

#Simulate the truncated Gamma
set.seed(123)
vars1<-rgammatr(1000,1,2,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 Gamma
set.seed(123)
vars2<-rgamma(1000,1,2)


#Compare the two results
lines(density(vars2),col='red')

#Observation: simulate without range is equivalent to simulate from
#rgamma(1000,1,2)

LorenzoRimella/RGeode documentation built on May 22, 2019, 12:22 p.m.