var_invgamma: The variance of the inverse gamma distribution

Description Usage Arguments Value

View source: R/brownian_motion_package.r

Description

This function returns the variance of inverse gamma distributed random variables

Usage

1

Arguments

alpha

the shape parameter of the inverse gamma distribution

beta

the scale parameter of the inverse gamma distribution

Value

the variance of the parameterized inverse gamma disribution, given by beta^2/((alpha-1)^2*(alpha-2)) if alpha > 2


PIGShift documentation built on May 29, 2017, 11:20 p.m.

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