The Inverse Gamma Distribution
Density function and random generation from the inverse gamma distribution.
dinvgamma(x, shape, scale = 1) rinvgamma(n, shape, scale = 1)
x |
Scalar location to evaluate density. |
shape |
Scalar shape parameter. |
scale |
Scalar scale parameter (default value one). |
n |
Number of draws from the distribution. |
An inverse gamma random variable with shape a and scale b has mean \frac{b}{a-1} (assuming a>1) and variance \frac{b^2}{(a-1)^2(a-2)} (assuming a>2).
dinvgamma evaluates the density at x.
rinvgamma takes n draws from the inverse Gamma distribution.
The parameterization is consistent with the Gamma Distribution in the stats
package.
Andrew Gelman, John B. Carlin, Hal S. Stern, and Donald B. Rubin. 2004. Bayesian Data Analysis. 2nd Edition. Boca Raton: Chapman & Hall.
density <- dinvgamma(4.2, 1.1) draws <- rinvgamma(10, 3.2)
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