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

Duncan Murdoch wrote: On 11/12/2009 7:12 AM, khaz...@ceremade.dauphine.fr wrote: Hi, all How can generate a sample from truncated inverse gamma distribution in R? Using the inverse CDF method or rejection sampling are possible, depending on what your truncation is like. If your

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

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

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

On 11/12/2009 7:12 AM, khaz...@ceremade.dauphine.fr wrote: Hi, all How can generate a sample from truncated inverse gamma distribution in R? Using the inverse CDF method or rejection sampling are possible, depending on what your truncation is like. If your truncation forces the