Description Usage Arguments Details See Also Examples
Density, distribution function and random generation for the inverse chi-squared distribution and scaled chi-squared distribution.
1 2 3 4 5 6 7 |
x, q |
vector of quantiles. |
nu |
positive valued shape parameter. |
tau |
positive valued scaling parameter; if provided it returns values for scaled chi-squared distributions. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are P[X ≤ x] otherwise, P[X > x]. |
p |
vector of probabilities. |
n |
number of observations. If |
If X follows χ^2 (ν) distribution, then 1/X follows inverse chi-squared distribution parametrized by ν. Inverse chi-squared distribution is a special case of inverse gamma distribution with parameters α=ν/2 and β=1/2; or α=ν/2 and β=(ντ^2)/2 for scaled inverse chi-squared distribution.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | x <- rinvchisq(1e5, 20)
hist(x, 100, freq = FALSE)
curve(dinvchisq(x, 20), 0, 1, n = 501, col = "red", add = TRUE)
hist(pinvchisq(x, 20))
plot(ecdf(x))
curve(pinvchisq(x, 20), 0, 1, n = 501, col = "red", lwd = 2, add = TRUE)
# scaled
x <- rinvchisq(1e5, 10, 5)
hist(x, 100, freq = FALSE)
curve(dinvchisq(x, 10, 5), 0, 150, n = 501, col = "red", add = TRUE)
hist(pinvchisq(x, 10, 5))
plot(ecdf(x))
curve(pinvchisq(x, 10, 5), 0, 150, n = 501, col = "red", lwd = 2, add = TRUE)
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