invnorm: The inverse normal distribution

invnormR Documentation

The inverse normal distribution

Description

Density, distribution function, quantile function, and random generation for the inverse normal distribution when parameterized by the mean and standard deviation of the inverse (reciprocal).

Usage

dinvnorm(x, imean = 0, isd = 1, log = FALSE)

pinvnorm(q, imean = 0, isd = 1, lower.tail = TRUE, log.p = FALSE)

qinvnorm(p, imean = 0, isd = 1)

rinvnorm(n, imean = 0, isd = 1)

Arguments

x, q

vector of quantiles

imean

vector of means of inverse.

isd

vector of standard deviations of inverse.

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

sample size

Value

Either a random sample (rinvnorm), the density (dinvnorm), the tail probability (pinvnorm), or the quantile (qinvnorm) of the inverse normal distribution.

Functions

  • dinvnorm(): Density function.

  • pinvnorm(): Probability function.

  • qinvnorm(): Quantile function.

  • rinvnorm(): Random generation.

Author(s)

David Gerard

References

  • Robert, C. (1991). Generalized inverse normal distributions. Statistics & Probability Letters, 11(1), 37-41. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/0167-7152(91)90174-P")}

Examples

x <- seq(-4, 4, length.out = 300)
y <- dinvnorm(x = x, imean = 0.1, isd = 1)
graphics::plot(x, y, type = "l")

p <- pinvnorm(q = x, imean = 0.1, isd = 1)
graphics::plot(x, p, type = "l", ylim = c(0, 1))
graphics::abline(h = c(0, 1), lty = 2)

qinvnorm(p = c(0.025, 0.5, 0.975), imean = 0.1, isd = 1)

s <- rinvnorm(n = 10000, imean = 0.1, isd = 1)
stats::quantile(s, c(0.025, 0.5, 0.975))


nisone documentation built on Sept. 8, 2026, 5:08 p.m.