Density function and random generation from the inverse gamma distribution.
Usage
dinvgamma(x, shape, scale = 1)
rinvgamma(n, shape, scale = 1)
Arguments
x
Scalar location to evaluate density.
shape
Scalar shape parameter.
scale
Scalar scale parameter (default value one).
n
Number of draws from the distribution.
Value
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.
Details
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 \(a>2\)).
References
Andrew Gelman, John B. Carlin, Hal S. Stern, and Donald B.
Rubin. 2004. Bayesian Data Analysis. 2nd Edition. Boca Raton: Chapman
& Hall.