[R] how can generate from trunceted gamma distribution in R ?

Greg Snow Greg.Snow at imail.org
Fri Dec 11 21:53:46 CET 2009


One approach is to sample from a non-truncated inverse gamma, then if the observation is in the part you want truncated, throw it away and generate a new value.

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of khazaei at ceremade.dauphine.fr
> Sent: Friday, December 11, 2009 5:12 AM
> To: r-help at r-project.org
> Subject: [R] how can generate from trunceted gamma distribution in R ?
> 
> 
> Hi, all
> How can generate a sample from truncated inverse  gamma distribution in
> R?
> 
> thanks
> 
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