On 18/11/2007 4:15 PM, Gregory Gentlemen wrote: > Dear Dr. Dalgaard, > > Thank you for your insight! In fact, I did read the example documentation, > however, it pretty much told me the same thing that my little simulation did: > there is ALOT of point mass at zero. > > Is there any fix to this problem? Seeing that rgamma won't work accurately, > if I wanted to plot a density of an inverse gamma distribution with small > scale and shape parameters, how would I do so?
Getting the density of the gamma should be simply a matter of calling dgamma, perhaps with log=TRUE set to avoid over/underflow. Use standard change of variable methods (Jacobians, etc.) to get the density of your transformed version. Duncan Murdoch > > Peter Dalgaard <[EMAIL PROTECTED]> wrote: Gregory Gentlemen wrote: >> Hello fellow R users, >> >> I wanted to view the density on the standard deviation scale of a >> gamma(0.001, 0.001) prior for the precision. I did this as seen in the code >> below and found that for some reason rgamma is giving many values equal to >> zero, which is strange since a gamma distribution is continuous. What is >> going on here? >> >> Thanks for any help in advance. >> Greg >> > That sort of shape parameter gives a distribution with most of its mass > squashed against the y axis, so random numbers underflow to zero. But > why did you not read the Example section of help(rgamma)? The effect is > clearly indicated there. > >> >>> x1 <- rgamma(10000, shape=0.001, scale=0.001) >>> sd1 <- 1/sqrt(x1) >>> truehist(sd1, xlim=c(0, 1.5)) >>> >> Error in truehist(sd1, xlim = c(0, 1.5)) : >> 'nbins' must result in a positive integer >> >>> summary(sd1) >>> >> Min. 1st Qu. Median Mean 3rd Qu. Max. >> 2.266e+01 9.311e+66 3.250e+153 Inf Inf Inf >> >> >> >> --------------------------------- >> >> [[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. >> > > > > ------------------------------------------------------------------------ > > ______________________________________________ > 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.
