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 observations far out into the tails, you need to be careful about rounding and underflow when using the the inverse CDF method.
Duncan Murdoch
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.
