# InvGamma: The Inverse Gamma Distribution In MCMCpack: Markov Chain Monte Carlo (MCMC) Package

 InvGamma 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.

GammaDist

### Examples


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



MCMCpack documentation built on April 13, 2022, 5:16 p.m.