RTMBdist (version 0.1.0)

invgauss: Inverse Gaussian distribution

Description

Density, distribution function, and random generation for the inverse Gaussian distribution.

Usage

dinvgauss(x, mean = 1, shape = 1, log = FALSE)
pinvgauss(q, mean = 1, shape = 1, lower.tail = TRUE, log.p = FALSE)
qinvgauss(p, mean = 1, shape = 1, lower.tail = TRUE, log.p = FALSE, ...)
rinvgauss(n, mean = 1, shape = 1)

Value

dinvgauss gives the density, pinvgauss gives the distribution function, qinvgauss gives the quantile function, and rinvgauss generates random deviates.

Arguments

x, q

vector of quantiles, must be positive.

mean

location parameter

shape

shape parameter, must be positive.

log, log.p

logical; if TRUE, probabilities/ densities \(p\) are returned as \(\log(p)\).

lower.tail

logical; if TRUE, probabilities are \(P[X \le x]\), otherwise, \(P[X > x]\).

p

vector of probabilities

...

additional parameter passed to statmod::qinvgauss for numerical evaluation of the quantile function.

n

number of random values to return

Details

This implementation of dinvgauss allows for automatic differentiation with RTMB. qinvgauss and rinvgauss are imported from the statmod package.

Examples

x <- rinvgauss(1, 1, 0.5)
d <- dinvgauss(x, 1, 0.5)
p <- pinvgauss(x, 1, 0.5)
q <- qinvgauss(p, 1, 0.5)