R/dinvgamma.R

In ARTIVA: Time-Varying DBN Inference with the ARTIVA (Auto Regressive TIme VArying) Model

dinvgamma <-
function(x, shape, scale = 1) {

    # error checking
    if(shape <= 0 | scale <=0) {
      stop("Shape or scale parameter negative in dinvgamma().\n")
    }
    
    alpha <- shape
    beta <- scale
   
    # done on log scale to allow for large alphas and betas
    log.density <- alpha * log(beta) - lgamma(alpha) -
       (alpha + 1) * log(x) - (beta/x)
    return(exp(log.density))
  }