inverse_gaussian_distribution: Inverse Gaussian Distribution Functions

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

Inverse Gaussian Distribution Functions

Description

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

Usage

inverse_gaussian_distribution(mu = 1, lambda = 1)

inverse_gaussian_pdf(x, mu = 1, lambda = 1)

inverse_gaussian_lpdf(x, mu = 1, lambda = 1)

inverse_gaussian_cdf(x, mu = 1, lambda = 1)

inverse_gaussian_lcdf(x, mu = 1, lambda = 1)

inverse_gaussian_quantile(p, mu = 1, lambda = 1)

Arguments

mu	mean parameter (mu > 0; default is 1)
lambda	scale parameter (lambda > 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 Gaussian distribution with mu = 3, lambda = 4
dist <- inverse_gaussian_distribution(3, 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_gaussian_pdf(2, 3, 4)
inverse_gaussian_lpdf(2, 3, 4)
inverse_gaussian_cdf(2, 3, 4)
inverse_gaussian_lcdf(2, 3, 4)
inverse_gaussian_quantile(0.5, 3, 4)

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