[R] many zeroes in rgamma ... what's going on?

[Duncan Murdoch]

On 18/11/2007 4:15 PM, Gregory Gentlemen wrote:
> Dear Dr. Dalgaard,
> 
> Thank you for your insight! In fact, I did read the example documentation, however, it pretty much told me the same thing that my little simulation did: there is ALOT of point mass at zero. 
> 
> Is there any fix to this problem? Seeing that rgamma won't work accurately, if I wanted to plot a density of an inverse gamma distribution with small scale and shape parameters, how would I do so?

Getting the density of the gamma should be simply a matter of calling 
dgamma, perhaps with  log=TRUE set to avoid over/underflow.  Use 
standard change of variable methods (Jacobians, etc.) to get the density 
  of your transformed version.

Duncan Murdoch

> 
> Peter Dalgaard <p.dalgaard at biostat.ku.dk> wrote: Gregory Gentlemen wrote:
>> Hello fellow R users,
>>
>> I wanted to view the density on the standard deviation scale of a gamma(0.001, 0.001) prior for the precision. I did this as seen in the code below and found that for some reason rgamma is giving many values equal to zero, which is strange since a gamma distribution is continuous. What is going on here?
>>
>> Thanks for any help in advance.
>> Greg
>>   
> That sort of shape parameter gives a distribution with most of its mass 
> squashed against the y axis, so random numbers underflow to zero. But 
> why did you not read the Example section of help(rgamma)? The effect is 
> clearly indicated there.
> 
>>   
>>> x1 <- rgamma(10000, shape=0.001, scale=0.001)
>>> sd1 <- 1/sqrt(x1)
>>> truehist(sd1, xlim=c(0, 1.5))
>>>     
>> Error in truehist(sd1, xlim = c(0, 1.5)) : 
>>         'nbins' must result in a positive integer
>>   
>>> summary(sd1)
>>>     
>>       Min.    1st Qu.     Median       Mean    3rd Qu.       Max. 
>>  2.266e+01  9.311e+66 3.250e+153        Inf        Inf        Inf 
>>
>>
>>        
>> ---------------------------------
>>
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> 
> 
> 
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