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 <[EMAIL PROTECTED]> wrote:
From: Moshe Olshansky <[EMAIL PROTECTED]>
Subject: Re: [R] help on sampling from the truncated normal/gamma distribution
on the far end (probability is very low)
To: r-help@r-project.org, "Daniel Davis" <[EMAIL PROTECTED]>
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
<[EMAIL PROTECTED]> wrote:
From: Daniel Davis <[EMAIL PROTECTED]>
Subject: [R] help on sampling from the truncated
normal/gamma distribution on the far end (probability is
very low)
To: r-help@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
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______________________________________________
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PLEASE do read the posting guide
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and provide commented, minimal, self-contained,
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______________________________________________
R-help@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.
--
Dr. Matthias Kohl
www.stamats.de
______________________________________________
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