mardi 21 avril 2020

Generate random numbers in R satisfying constraints

I need help with a code to generate random numbers according to constraints. Specifically, I am trying to simulate random numbers ALFA and BETA from, respectively, a Normal and a Gamma distribution such that ALFA - BETA < 1.

Here is what I have written but it does not work at all.

set.seed(42) 
n <- 0 
repeat {
  n <- n + 1
  a <- rnorm(1, 10, 2)
  b <- rgamma(1, 8, 1)
  d <- a - b
  if (d < 1) 
  alfa[n] <- a
  beta[n] <- b
  l = length(alfa)
  if (l == 10000) break
}



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