## test the shrinkage sampling. library(bfp) n <- 1e+5 R2 <- 0.7 nObs <- 100 p <- 20 alpha <- 3.5 tVec <- bfp:::rshrinkage(n=n, R2=R2, nObs=nObs, p=p, alpha=alpha) histRet <- hist(tVec, nclass=50, prob=TRUE) ## compare with unn density: grid <- histRet$mids vals <- (1 - grid)^((p + alpha - 2) / 2 - 1) * (1 - R2 * grid)^(-(nObs - 1) / 2) ## scale vals <- vals / max(vals) * max(histRet$density) lines(grid, vals, col=2)