R/Examples/example_cfX_InverseGamma.R

In CharFun: Numerical Computation Cumulative Distribution Function and Probability Density Function from Characteristic Function

## EXAMPLE1 (CF of the InverseGamma distribution with alpha = 2, beta = 2)
alpha <- 2
beta <- 2
t <- seq(-20, 20, length.out = 501)
plotGraf(function(t)
  cfX_InverseGamma(t, alpha, beta), t,
  title = "CF of the InverseGamma distribution with alpha = 2, beta = 2")

## EXAMPLE2 (PDF/CDF of the InverseGamma distribution with alpha = 2, beta = 2)
alpha <- 2
beta <- 2
cf <- function(t)
  cfX_InverseGamma(t, alpha, beta)
x <- seq(0, 15, length.out = 101)
prob <- c(0.9, 0.95, 0.99)
result <- cf2DistGP(cf, x, prob, xMin = 0, N = 2 ^ 10)

## EXAMPLE3 (PDF/CDF of the compound Binomial-InverseGamma distribution)
p <- 0.3
n <- 25
alpha <- 2
beta <- 2
cfX <- function(t)
  cfX_InverseGamma(t, alpha, beta)
cf <- function(t)
  cfN_Binomial(t, n, p, cfX)
x <- seq(0, 70, length.out = 101)
prob <- c(0.9, 0.95, 0.99)
result <- cf2DistGP(cf, x, prob, isCompound = TRUE, N = 2 ^ 10)