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A Python package for generating random variates from a truncated gamma distribution.

Project description

truncated-gamma

A Python package for generating random variates from a truncated gamma distribtion.

Installation

pip install truncated-gamma-rvs

Quick Start

from truncated_gamma_rvs import truncgamma_rvs

# Generate 100,000 random variates from a gamma distribution truncated 
# to the interval [0, 1000], where the mean is 100 and the standard 
# deviation is 1/2 the value of the mean (e.g., the coefficient of variation).
x = truncgamma_rvs(
    mean_target = 100, 
    cv_target = 1/2, 
    A = 0, 
    B = 1000, 
    size = 100000, 
    random_state = 123)

What is a Truncated Gamma Distribution?

A truncated gamma distribution is a gamma distribution that has been "cut off" at specified lower (A) and upper (B) bounds. This is useful when you need gamma-distributed random variables that must fall within a specific range.

API Reference

truncgamma_rvs(mean_target, cv_target, A, B, size=1, random_state=None)

Generate random variates from a truncated gamma distribution.

Parameters:

  • mean_target (float): Target mean of the truncated distribution
  • cv_target (float): Target coefficient of variation
  • A (float): Lower bound (≥ 0)
  • B (float): Upper bound (> A)
  • size (int, optional): Number of samples to generate (default: 1)
  • random_state (int, optional): Random seed for reproducibility

Returns:

  • numpy.ndarray: Array of random samples

TruncatedGamma(alpha, theta, A, B)

Class for working with truncated gamma distributions.

Parameters:

  • alpha (float): Shape parameter (> 0)
  • theta (float): Scale parameter (> 0)
  • A (float): Lower bound (≥ 0)
  • B (float): Upper bound (> A)

Methods:

  • truncgamma_m1(): Calculate the first moment (mean)
  • truncgamma_m2(): Calculate the second moment
  • truncgamma_var(): Calculate the variance
  • truncgamma_cv(): Calculate the coefficient of variation

Requirements

  • Python ≥ 3.9
  • numpy
  • scipy

Development

git clone https://github.com/wkingc/truncated-gamma-rvs-py-package.git
cd truncated-gamma-rvs-py-package
pip install -e ".[dev]"
python -m pytest

License

MIT License. See LICENSE for details.

Documentation

For a complete usage guide, see https://www.kingcopeland.com/truncated-gamma-rvs-py/.

Citation

If you use this package in your research, please consider citing it:

@software{copeland2026truncated,
  author = {Wade K. Copeland},
  title = {truncated-gamma: A Python package for truncated gamma distributions},
  url = {https://github.com/wkingc/truncated-gamma-rvs-py-package},
  version = {0.1.0},
  year = {2026}
}

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