invgauss: Inverse Gaussian distribution

In RTMBdist: Distributions Compatible with Automatic Differentiation by 'RTMB'

Inverse Gaussian distribution

Description

Density, distribution function, and random generation for the inverse Gaussian distribution.

Usage

dinvgauss(x, mean = 1, shape = 1, log = FALSE)

pinvgauss(q, mean = 1, shape = 1, lower.tail = TRUE, log.p = FALSE)

qinvgauss(p, mean = 1, shape = 1, lower.tail = TRUE, log.p = FALSE, ...)

rinvgauss(n, mean = 1, shape = 1)

Arguments

x, q	vector of quantiles, must be positive.
mean	location parameter
shape	shape parameter, must be positive.
log, log.p	logical; if TRUE, probabilities/ densities p are returned as \log(p).
lower.tail	logical; if TRUE, probabilities are P[X \le x], otherwise, P[X > x].
p	vector of probabilities
...	additional parameter passed to statmod::qinvgauss for numerical evaluation of the quantile function.
n	number of random values to return

Details

This implementation of dinvgauss allows for automatic differentiation with RTMB. qinvgauss and rinvgauss are imported from the statmod package.

Value

dinvgauss gives the density, pinvgauss gives the distribution function, qinvgauss gives the quantile function, and rinvgauss generates random deviates.

Examples

x <- rinvgauss(1, 1, 0.5)
d <- dinvgauss(x, 1, 0.5)
p <- pinvgauss(x, 1, 0.5)
q <- qinvgauss(p, 1, 0.5)

RTMBdist documentation built on April 1, 2026, 5:07 p.m.