boodist (version 1.0.0)

InverseGamma: Inverse Gamma distribution

Description

A R6 class to represent an inverse Gamma distribution.

Active bindings

alpha

Get or set the value of alpha.

beta

Get or set the value of beta.

Methods

Public methods

• InverseGamma$new()

• InverseGamma$d()

• InverseGamma$p()

• InverseGamma$q()

• InverseGamma$r()

• InverseGamma$mean()

• InverseGamma$median()

• InverseGamma$mode()

• InverseGamma$sd()

• InverseGamma$variance()

• InverseGamma$skewness()

• InverseGamma$kurtosis()

• InverseGamma$kurtosisExcess()

• InverseGamma$clone()

---

Method new()

New inverse Gamma distribution.

Usage

InverseGamma$new(alpha, beta)

Arguments

alpha

shape parameter, >0

beta

scale parameter, >0

Returns

An inverseGamma object.

---

Method d()

Density function of the inverse Gamma distribution.

Usage

InverseGamma$d(x, log = FALSE)

Arguments

x

vector of positive numbers

log

Boolean, whether to return the logarithm of the density

Returns

The density or the log-density evaluated at x.

---

Method p()

Cumulative distribution function of the inverse Gamma distribution.

Usage

InverseGamma$p(q, lower = TRUE)

Arguments

q

numeric vector of quantiles

lower

Boolean, whether to deal with the lower tail

Returns

The cumulative probabilities corresponding to q.

---

Method q()

Quantile function of the inverse Gamma distribution.

Usage

InverseGamma$q(p, lower = TRUE)

Arguments

p

numeric vector of probabilities

lower

Boolean, whether to deal with the lower tail

Returns

The quantiles corresponding to p.

---

Method r()

Sampling from the inverse Gamma distribution.

Usage

InverseGamma$r(n)

Arguments

n

number of simulations

Returns

A numeric vector of length n.

---

Method mean()

Mean of the inverse Gamma distribution.

Usage

InverseGamma$mean()

Returns

The mean of the inverse Gamma distribution.

---

Method median()

Median of the inverse Gamma distribution.

Usage

InverseGamma$median()

Returns

The median of the inverse Gamma distribution.

---

Method mode()

Mode of the inverse Gamma distribution.

Usage

InverseGamma$mode()

Returns

The mode of the inverse Gamma distribution.

---

Method sd()

Standard deviation of the inverse Gamma distribution.

Usage

InverseGamma$sd()

Returns

The standard deviation of the inverse Gamma distribution.

---

Method variance()

Variance of the inverse Gamma distribution.

Usage

InverseGamma$variance()

Returns

The variance of the inverse Gamma distribution.

---

Method skewness()

Skewness of the inverse Gamma distribution.

Usage

InverseGamma$skewness()

Returns

The skewness of the inverse Gamma distribution.

---

Method kurtosis()

Kurtosis of the inverse Gamma distribution.

Usage

InverseGamma$kurtosis()

Returns

The kurtosis of the inverse Gamma distribution.

---

Method kurtosisExcess()

Kurtosis excess of the inverse Gamma distribution.

Usage

InverseGamma$kurtosisExcess()

Returns

The kurtosis excess of the inverse Gamma distribution.

---

Method clone()

The objects of this class are cloneable with this method.

Usage

InverseGamma$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Details

See Wikipedia.

Examples

if(require("plotly")) {
x_ <- seq(0, 2, length.out = 100L)
alpha_ <- seq(0.5, 2.5, length.out = 100L)
dsty <- vapply(alpha_, function(alpha) {
  InverseGamma$new(alpha, beta = 1)$d(x_)
}, numeric(length(x_)))
#
txt <- matrix(NA_character_, nrow = length(x_), ncol = length(alpha_))
for(i in 1L:nrow(txt)) {
  for(j in 1L:ncol(txt)) {
    txt[i, j] <- paste0(
      "x: ", formatC(x_[i]),
      " alpha: ", formatC(alpha_[j]),
      " density: ", formatC(dsty[i, j])
    )
  }
}
#
plot_ly(
  x = ~alpha_, y = ~x_, z = ~dsty, type = "surface",
  text = txt, hoverinfo = "text", showscale = FALSE
) %>% layout(
  title = "Inverse Gamma distribution",
  margin = list(t = 40, r= 5, b = 5, l = 5),
  scene = list(
    xaxis = list(
      title = "alpha"
    ),
    yaxis = list(
      title = "x"
    ),
    zaxis = list(
      title = "density"
    )
  )
)
}