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.s...@imail.org 801.408.8111 > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- > project.org] On Behalf Of khaz...@ceremade.dauphine.fr > Sent: Friday, December 11, 2009 5:12 AM > To: r-help@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 > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
