I think he means "rate = 0.008", so he is looking for: rgamma(n, shape=0.067, rate=0.008)
Even then his problem is not well-posed. You cannot have both "independent" gamma rv's and have them sum to 2000. Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: rvarad...@jhmi.edu Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h tml ---------------------------------------------------------------------------- -------- -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of David Winsemius Sent: Tuesday, November 10, 2009 2:47 PM To: Hongwei Dong Cc: R-help Forum; Duncan Murdoch Subject: Re: [R] Generate Random Draw from Gamma Distribution Re: Monte Carlo Simulation in R... 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 ______________________________________________ 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.
