phcfM (version 1.2)

InvGamma: The Inverse Gamma Distribution

Description

Density function and random generation from the inverse gamma distribution.

Usage

rinvgamma(n, shape, scale = 1)
dinvgamma(x, shape, scale = 1)

Arguments

x

Scalar location to evaluate density.

n

Number of draws from the distribution.

shape

Scalar shape parameter.

scale

Scalar scale parameter (default value one).

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 $b/(a-1)$ (assuming $a>1$) and variance $(b^2)/((a-1)^2 (a-2))$ (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.

See Also

GammaDist

Examples

## Not run: 
# density <- dinvgamma(4.2, 1.1)
# draws <- rinvgamma(10, 3.2)
# ## End(Not run)