[R] Generate Random Draw from Gamma Distribution Re: Monte Carlo Simulation in R...
Ravi Varadhan
RVaradhan at jhmi.edu
Tue Nov 10 21:15:16 CET 2009
I think he means "rate = 0.008", so he is looking for:
rgamma(n, shape=0.067, rate=0.008)
Even then his problem is not well-posed. You cannot have both "independent"
gamma rv's and have them sum to 2000.
Ravi.
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Ravi Varadhan, Ph.D.
Assistant Professor, The Center on Aging and Health
Division of Geriatric Medicine and Gerontology
Johns Hopkins University
Ph: (410) 502-2619
Fax: (410) 614-9625
Email: rvaradhan at jhmi.edu
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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of David Winsemius
Sent: Tuesday, November 10, 2009 2:47 PM
To: Hongwei Dong
Cc: R-help Forum; Duncan Murdoch
Subject: Re: [R] Generate Random Draw from Gamma Distribution Re: Monte
Carlo Simulation in R...
On Nov 10, 2009, at 2:26 PM, Hongwei Dong wrote:
> Exactly! Thanks, Duncan.
>
> Let me re-phrase me question like this:
>
> 1) X_i values are independent Gammas, with the shape 0.067 and scale
> 0.008
> 2) Min(X)=1 and Max(X)=85
You might want to check that your parameterization in in agreement
with that used by the rgamma function. Simply using those numbers
yields a distribution that does not look as though it would get many
qualifying samples. Here are 20 draws without any exclusions outside a
range:
> rgamma(20, shape=0.067, scale = 0.008)
[1] 2.213459e-03 2.815705e-05 2.381306e-04 2.264602e-07 1.293713e-07
7.680773e-38 6.441082e-15 6.168961e-13
[9] 5.089033e-06 1.571858e-16 9.869878e-12 1.813121e-13 1.253287e-11
1.852885e-04 4.212802e-07 1.774495e-25
[17] 1.892984e-07 5.927422e-17 1.322638e-12 4.327472e-05
http://finzi.psych.upenn.edu/R/Rhelp02/archive/31459.html
> 3) SUM(X)=2000
> 4) Do I also have to define the number of draws? if yes, it could be
> 250.
>
> Based on these restrictions, I want to generate random draw. I'm
> wondering
> how I can do this in R. Thanks.
>
> Garry
>
>
>
> On Tue, Nov 10, 2009 at 11:17 AM, Duncan Murdoch
> <murdoch at stats.uwo.ca>wrote:
>
>> On 11/10/2009 1:25 PM, Hongwei Dong wrote:
>>
>>> Hi, Dear R users,
>>>
>>> I'm wondering if I can do Monte Carlo Simulation in R. My problem
>>> is like
>>> this: I know variable X follows Gamma distribution with shape
>>> parameter
>>> 0.067 and scale parameter 0.008. The sum of the X is 2000. I need
>>> R help
>>> me
>>> to simulate a vector of X that satisfies both the probability
>>> distribution
>>> and the sum. Anyone has a clue to this? Much appreciated.
>>>
>>
>> Your requirements are slightly contradictory or incomplete. Here's
>> one way
>> to fully specify the problem:
>>
>> The X_i values are independent Gammas, with the given shape and
>> scale. You
>> want to simulate from the joint distribution conditional on the
>> event sum(X)
>> == 2000.
>>
>> Is that your problem? I don't know how to do the simulation, but
>> maybe
>> someone else does.
>>
>> Duncan Murdoch
>>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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