Simulates from a truncated probability distribution

Description

Simulates a sample from a truncated distribution where the functions for the cdf and inverse cdf are available.

Usage

rtruncated(n,lo,hi,pf,qf,...)

Arguments

Value

vector of simulated draws from distribution

Author(s)

Jim Albert

Examples

# want a sample of 10 from normal(2, 1) distribution truncated below by 3
n=10
lo=3
hi=Inf
rtruncated(n,lo,hi,pnorm,qnorm,mean=2,sd=1)
# want a sample of 20 from beta(2, 5) distribution truncated to (.3, .8)
n=20
lo=0.3
hi=0.8
rtruncated(n,lo,hi,pbeta,qbeta,2,5)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(LearnBayes)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/LearnBayes/rtruncated.Rd_%03d_medium.png", width=480, height=480)
> ### Name: rtruncated
> ### Title: Simulates from a truncated probability distribution
> ### Aliases: rtruncated
> ### Keywords: models
> 
> ### ** Examples
> 
> # want a sample of 10 from normal(2, 1) distribution truncated below by 3
> n=10
> lo=3
> hi=Inf
> rtruncated(n,lo,hi,pnorm,qnorm,mean=2,sd=1)
 [1] 3.459263 4.025342 3.219380 3.693929 3.871361 4.578368 3.036803 3.086510
 [9] 3.461421 5.418028
> # want a sample of 20 from beta(2, 5) distribution truncated to (.3, .8)
> n=20
> lo=0.3
> hi=0.8
> rtruncated(n,lo,hi,pbeta,qbeta,2,5)
 [1] 0.4696255 0.4520094 0.4030736 0.3348298 0.3222550 0.5367709 0.3160157
 [8] 0.4397834 0.3636561 0.3776660 0.4425261 0.4913755 0.7160378 0.4878621
[15] 0.5119176 0.4383960 0.4152831 0.4033986 0.3661696 0.4117952
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>