InvGamma {MCMCpack} | R Documentation |
The Inverse Gamma Distribution
Description
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. |
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
).
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.
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
Examples
density <- dinvgamma(4.2, 1.1)
draws <- rinvgamma(10, 3.2)
[Package MCMCpack version 1.7-0 Index]