inverse_chi_squared_distribution: Inverse Chi-Squared Distribution Functions

In boostmath: 'R' Bindings for the 'Boost' Math Functions

Inverse Chi-Squared Distribution Functions

Description

Functions to compute the probability density function, cumulative distribution function, and quantile function for the Inverse Chi-Squared distribution.

Usage

inverse_chi_squared_distribution(df = 1, scale = 1/df)

inverse_chi_squared_pdf(x, df = 1, scale = 1/df)

inverse_chi_squared_lpdf(x, df = 1, scale = 1/df)

inverse_chi_squared_cdf(x, df = 1, scale = 1/df)

inverse_chi_squared_lcdf(x, df = 1, scale = 1/df)

inverse_chi_squared_quantile(p, df = 1, scale = 1/df)

Arguments

df	degrees of freedom (df > 0; default is 1)
scale	scale parameter (default is 1/df)
x	quantile
p	probability (0 <= p <= 1)

Value

A single numeric value with the computed probability density, log-probability density, cumulative distribution, log-cumulative distribution, or quantile depending on the function called.

See Also

Boost Documentation for more details on the mathematical background.

Examples

# Inverse Chi-Squared distribution with 10 degrees of freedom, scale = 1
dist <- inverse_chi_squared_distribution(10, 1)
# Apply generic functions
cdf(dist, 0.5)
logcdf(dist, 0.5)
pdf(dist, 0.5)
logpdf(dist, 0.5)
hazard(dist, 0.5)
chf(dist, 0.5)
mean(dist)
median(dist)
mode(dist)
range(dist)
quantile(dist, 0.2)
standard_deviation(dist)
support(dist)
variance(dist)
skewness(dist)
kurtosis(dist)
kurtosis_excess(dist)

# Convenience functions
inverse_chi_squared_pdf(2, 10, 1)
inverse_chi_squared_lpdf(2, 10, 1)
inverse_chi_squared_cdf(2, 10, 1)
inverse_chi_squared_lcdf(2, 10, 1)
inverse_chi_squared_quantile(0.5, 10, 1)

boostmath documentation built on Dec. 15, 2025, 5:07 p.m.