rgammatr {RGeode} | R Documentation |
Random generator for a Truncated Gamma distribution.
Description
Simulate random number from a truncated Gamma distribution.
Usage
rgammatr(n = 1, A = 0, B = 1, range = NULL)
Arguments
n |
int, optional |
A |
double, optional |
B |
double, optional |
range |
array_like, optional |
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 |
Author(s)
L. Rimella, lorenzo.rimella@hotmail.it
References
[1] Y. Wang, A. Canale, D. Dunson. "Scalable Geometric Density Estimation" (2016).
The implementation of rgammatr is inspired to the Matlab implementation of gamrndtruncated by Ye Wang.
Examples
#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)