InvGamma {MCMCpack} | R Documentation |
Density function and random generation from the inverse gamma distribution.
rinvgamma(n, shape, scale = 1) dinvgamma(x, shape, scale = 1)
x |
Scalar location to evaluate density. |
n |
Number of draws from the distribution. |
shape |
Scalar shape parameter. |
scale |
Scalar scale parameter (default value one). |
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).
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.
Andrew Gelman, John B. Carlin, Hal S. Stern, and Donald B. Rubin. 2004. Bayesian Data Analysis. 2nd Edition. Boca Raton: Chapman & Hall.
density <- dinvgamma(4.2, 1.1) draws <- rinvgamma(10, 3.2)