Dear R user, I am a newcomer and need help concerning 'draw a random number for a restricted area of a prareto distribution'.
(1) For estimation of pareto distribution: >http://stats.stackexchange.com/questions/27426/how-do-i-fit-a-set-of-data-to-a-pareto-distribution-in-r< We calculate the pareto distribution (parameter estimation) as follows: pareto.MLE <- function(X) { n <- length(X) m <- min(X) a <- n/sum(log(X)-log(m)) return( c(m,a) ) } par.eto.par <- c(s=pareto.MLE(data$T)[2], beta=pareto.MLE(data$T)[1]) [NOTE: data$T: the data we use] (2) Current random draw from an unrestricted pareto distribution: library(VGAM) random <- rpareto(l, location=beta, shape=s) [Note: s and beta are calculated in (1)] (3) What we need instead of step (2) is a random draw from an RESTRICTED pareto distribution, using the pareto parameters calculated (1), where random ≥ data$T This means: - start with one value from data$T. - Then make a random draw from a pareto distribution using the parameters (s, beta) estimated in (1) - and this new = randomly drawn number (‘random’) should be ≥ a given value from data$T. Problem: If the area from which to draw a new number is not restricted, this new number (‘random’) can be smaller than the value from data$T. Bad solution: - if random < data$T then run as many random draws as it needs until the new number (‘random’) fulfills the requirement random ≥ ta.data$T. Of course, that is not efficient, it takes a lot of time. Alternative: restrict the area from which to draw the random numbers. BUT: I don’ know how to restrict the area where the random draw occurs.* Thus the question is: how to tell R to use for the random draw only the area from a given pareto distribution with parameters estimated in (1) where random ≥ ta.data$T ? Thanks for any thoughts and advice on this! -- View this message in context: http://r.789695.n4.nabble.com/random-draw-from-a-RESTRICTED-pareto-distribution-tp4656151.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
