[R] simulation from truncated poisson

Greg Snow Greg.Snow at imail.org
Tue May 17 01:33:23 CEST 2011


Which direction is it truncated?  (only values less than a allowed or only greater?).

One simple approach is rejection sampling, just generate from a regular poisson distribution, then throw away any values in the truncated region.  Another approach if the legal values are those from 0 to a, so that there is a finite number of possibilities, then you can use the sample function with replace=TRUE and using probabilities from the poisson in the legal range.

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of cassie jones
Sent: Monday, May 16, 2011 5:28 PM
To: r-help at r-project.org
Subject: [R] simulation from truncated poisson

Dear all,

I need to simulate values from a Poisson distribution which is truncated at
certain value 'a'. Can anyone tell me if there is in-built package in R
which can simulate from a truncated Poisson? If not, what should be the
steps to write a function which would do that?

Thanks in advance.


Cassie

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