rtgamma {BART}

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)