inverse_gamma_distribution: Inverse Gamma Distribution Functions

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

Inverse Gamma Distribution Functions

Description

Functions to compute the probability density function, cumulative distribution function, and quantile function for the Inverse Gamma distribution.

Usage

inverse_gamma_distribution(shape, scale = 1)

inverse_gamma_pdf(x, shape, scale = 1)

inverse_gamma_lpdf(x, shape, scale = 1)

inverse_gamma_cdf(x, shape, scale = 1)

inverse_gamma_lcdf(x, shape, scale = 1)

inverse_gamma_quantile(p, shape, scale = 1)

Arguments

shape	shape parameter (shape > 0)
scale	scale parameter (scale > 0; default is 1)
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 Gamma distribution with shape = 5, scale = 4
dist <- inverse_gamma_distribution(5, 4)
# 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_gamma_pdf(2, 5, 4)
inverse_gamma_lpdf(2, 5, 4)
inverse_gamma_cdf(2, 5, 4)
inverse_gamma_lcdf(2, 5, 4)
inverse_gamma_quantile(0.5, 5, 4)

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