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.
density <- dinvgamma(4.2, 1.1) draws <- rinvgamma(10, 3.2)