inst/examples/Ex_InvGamma_ct.R

In glmbayes: Bayesian Generalized Linear Models (IID Samples)

############################### Start of InvGamma_ct example ####################

## pinvgamma_ct: CDF on the dispersion scale
shape <- 2
rate  <- 1
pinvgamma_ct(1.5, shape, rate)

## Equivalent via pgamma on the precision scale
1 - pgamma(1 / 1.5, shape, rate)

## Example where interval mass pinvgamma_ct(disp_upper) - pinvgamma_ct(disp_lower)
## fails due to catastrophic cancellation when bounds are very close
disp_lower <- 0.999
disp_upper <- 0.999 + 1e-14
pinvgamma_ct(disp_upper, shape, rate) - pinvgamma_ct(disp_lower, shape, rate)

## On the precision scale this is pgamma(1/disp_lower) - pgamma(1/disp_upper);
## the same cancellation affects the Gamma CDF when precision bounds are close

## rinvgamma_ct samples from truncated inverse-Gamma on the dispersion scale
disp_lower <- 0.99
disp_upper <- 1.01
set.seed(42)
y <- rinvgamma_ct(100, shape = 2, rate = 1,
                  disp_upper = disp_upper, disp_lower = disp_lower)
range(y)
mean(y)

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## End of InvGamma_ct example
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