[R] help on sampling from the truncated normal/gamma distribution on the far end (probability is very low)
Matthias Kohl
Matthias.Kohl at stamats.de
Fri Sep 19 05:48:10 CEST 2008
you could use package "distr" and function "Truncate"; e.g.
library(distr)
N <- Norm(mean = -4, sd = 1)
NT <- Truncate(N, lower = 0, upper = Inf)
r(NT)(10)
Unfortunatelly, your example using sd = 0.1 is very extreme and Truncate
doesn't work; see also
pnorm(0, mean = -4, sd = 0.1, lower.tail = FALSE) == 0 ## which on my
system is TRUE
Best,
Matthias
Moshe Olshansky wrote:
> Well, I made a mistake - your lambda should be 400 and not 40!!!
>
>
> --- On Thu, 18/9/08, Moshe Olshansky <m_olshansky at yahoo.com> wrote:
>
>
>> From: Moshe Olshansky <m_olshansky at yahoo.com>
>> Subject: Re: [R] help on sampling from the truncated normal/gamma distribution on the far end (probability is very low)
>> To: r-help at r-project.org, "Daniel Davis" <paperprint at gmail.com>
>> Received: Thursday, 18 September, 2008, 5:00 PM
>> Hi Sonia,
>>
>> If I did not make a mistake, the conditional distribution
>> of X given that X > 0 is very close to exponential
>> distribution with parameter lambda = 40, so you can sample
>> from this distribution.
>>
>>
>> --- On Mon, 15/9/08, Daniel Davis
>> <paperprint at gmail.com> wrote:
>>
>>
>>> From: Daniel Davis <paperprint at gmail.com>
>>> Subject: [R] help on sampling from the truncated
>>>
>> normal/gamma distribution on the far end (probability is
>> very low)
>>
>>> To: r-help at r-project.org
>>> Received: Monday, 15 September, 2008, 2:28 PM
>>> Hi, guys,
>>>
>>> I am trying to sample from a truncated normal/gamma
>>> distribution.
>>> But only the far end of the distribution (where the
>>> probability is very low)
>>> is left. e.g.
>>>
>>> mu = - 4;
>>> sigma = 0.1;
>>> The distribution is Normal(mu,sigma^2) truncated on
>>> [0,+Inf];
>>>
>>> How can I get a sample? I tried to use inverse CDF
>>>
>> method,
>>
>>> but got Inf as
>>> answers. Please help me out.
>>>
>>> Also, pls help me on the similar situation on gamma
>>> dist'n.
>>>
>>>
>>> Thanks,
>>> Sonia
>>>
>>> [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> R-help at 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 at 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 at 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.
>
--
Dr. Matthias Kohl
www.stamats.de
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