Re: [R] simulation from truncated poisson

From: Greg Snow <Greg.Snow_at_imail.org>
Date: Mon, 16 May 2011 21:19:34 -0600

So there is no maximum value, just a minimum (greater than 0)? Correct? In that case the sample option will not work (unless you choose some really high value and say that you won't go above that), but the rejection sampling would still work. How efficiently it works will depend on how much probability a regular poisson would put into the truncated region.

Another possibility is to find the probability of being in the truncated region, then generate a uniform between that value and 1, then feed that uniform into the qpois function.

From: cassie jones [mailto:cassiejones26_at_gmail.com] Sent: Monday, May 16, 2011 7:46 PM
To: Greg Snow
Cc: r-help_at_r-project.org
Subject: Re: [R] simulation from truncated poisson

It is truncated from left.
On Mon, May 16, 2011 at 6:33 PM, Greg Snow <Greg.Snow_at_imail.org<mailto:Greg.Snow_at_imail.org>> wrote: 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> [mailto: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<mailto: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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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. Received on Tue 17 May 2011 - 03:22:39 GMT

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