[R] many zeroes in rgamma ... what's going on?

Vincent Goulet vincent.goulet at act.ulaval.ca
Sun Nov 18 23:24:09 CET 2007


Le dim. 18 nov. à 16:15, Gregory Gentlemen a écrit :

> 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?

Package actuar has the {d,p,q,r}invgamma() functions (and quite a few  
others), if this can be of any help to you.


> Peter Dalgaard <p.dalgaard at biostat.ku.dk> 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
>>
>> -- 
>   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
>  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
> (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45)  
> 35327918
> ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)                  FAX: (+45)  
> 35327907



---
   Vincent Goulet, Associate Professor
   École d'actuariat
   Université Laval, Québec
   Vincent.Goulet at act.ulaval.ca   http://vgoulet.act.ulaval.ca



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