Description Usage Arguments Details Value Author(s) References See Also Examples
Density function and random generation from the inverse gamma distribution.
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x |
Scalar location to evaluate density. |
n |
Number of draws from the distribution. |
shape |
Scalar shape parameter. |
scale |
Scalar scale parameter (default value one). |
An inverse gamma random variable with shape a and scale b has mean b/(a-1) (assuming a>1) and variance (b^2)/((a-1)^2 (a-2)) (assuming a>2).
dinvgamma
evaluates the density at x
. rinvgamma
takes
n
draws from the inverse Gamma distribution. The parameterization is
consistent with the Gamma Distribution in the stats package.
Andrew D. Martin <admartin@wustl.edu>, Kevin M. Quinn <kquinn@law.berkeley.edu>, and Jong Hee Park <jhp@uchicago.edu>
Andrew Gelman, John B. Carlin, Hal S. Stern, and Donald B. Rubin. 2004. Bayesian Data Analysis. 2nd Edition. Boca Raton: Chapman & Hall.
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