Description Usage Arguments Value
View source: R/brownian_motion_package.r
This function returns the variance of inverse gamma distributed random variables
1 | var_invgamma(alpha, beta)
|
alpha |
the shape parameter of the inverse gamma distribution |
beta |
the scale parameter of the inverse gamma distribution |
the variance of the parameterized inverse gamma disribution, given by beta^2/((alpha-1)^2*(alpha-2)) if alpha > 2
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.