Testing truncated Gamma sampling
Truncated Gamma draws are needed for the standard deviation of the random effects Gibbs conditional.
rtgamma(n, shape, rate, a)
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. |
Returns n truncated Gamma, i.e., Gam(shape, rate)I(a, infinity).
Gentle J. (2013) Random number generation and Monte Carlo methods. Springer, New York, NY.
set.seed(12) rtgamma(1, 3, 1, 4) rtgamma(1, 3, 1, 4) a=rtgamma(10000, 10, 2, 1) mean(a) min(a)
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