Thanks. I tried the rgamma function too. But I'm still wondering how I can set the min, max, and sum of the variates created by the random draws. Anyone has a clue? Thanks.
Garry On Tue, Nov 10, 2009 at 11:47 AM, David Winsemius <dwinsem...@comcast.net>wrote: > > 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 <murd...@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@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. >> > > David Winsemius, MD > Heritage Laboratories > West Hartford, CT > > [[alternative HTML version deleted]] ______________________________________________ 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.
