Density function and random generation from the inverse gamma distribution.
Usage
dinvgamma(x, shape, scale = 1)
rinvgamma(n, shape, scale = 1)
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.
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.
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.