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IMIFA (version 1.3.1)

shift_GA: Moment Matching Parameters of Shifted Gamma Distributions

Description

This function takes shape and rate parameters of a Gamma distribution and modifies them to achieve the same expected value and variance when the left extent of the support of the distribution is shifted up or down.

Usage

shift_GA(shape, rate, shift = 0L, param = c("rate", "scale"))

Arguments

shape

Shape parameter a of a Gamma(a, b) distribution. Must be strictly positive.

rate

Rate parameter b of a Gamma(a, b) distribution. Must be strictly positive.

shift

Modifier, such that the Gamma distribution has support on (shift, \(\infty\)). Can be positive or negative, though typically negative and small.

param

Switch controlling whether the supplied rate parameter is indeed a rate, or actually a scale parameter. Also governs whether the output is given in terms of rate or scale. Defaults to "rate".

Value

A list of length 2, containing the modified shape and rate parameters, respectively.

Examples

Run this code
# NOT RUN {
# Shift a Ga(shape=4, rate=2) distribution to the left by 1;
# achieving the same expected value of 2 and variance of 1.
shift_GA(4, 2, -1)
# }

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