rtgamma {BART}R Documentation

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).

Author(s)

Robert McCulloch: robert.e.mcculloch@gmail.com,
Rodney Sparapani: rsparapa@mcw.edu
, Robert Gramacy: rbg@vt.edu.

References

Gentle, J. E. (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)


[Package BART version 2.5 Index]