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BART (version 2.9.9)

rtgamma: 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)

Value

Returns n truncated Gamma, i.e., Gam(shape,rate)I(a,infinity).

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.

References

Gentle J. (2013) Random number generation and Monte Carlo methods. Springer, New York, NY.

Examples

Run this code

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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