invgammadistribution: Inverse-Gamma Distribution

In rjd3toolkit: Utility Functions Around 'JDemetra+ 3.0'

Inverse-Gamma Distribution

Description

Density, cumulative distribution function and random generation for inverse-gamma distribution.

Usage

density_inverse_gamma(shape, scale, x)

cdf_inverse_gamma(shape, scale, x)

random_inverse_gamma(shape, scale, n)

Arguments

shape, scale	shape and scale parameters.
x	vector of quantiles.
n	number of observations.

Value

numeric vector

Functions density_XXX and cdf_XXX return numeric vectors of same length as x. Function random_XXX returns a numeric vector of length n.

Examples

# Probability density function for an Inverse Gamma distribution
z <-density_inverse_gamma(shape = 1, scale = 2,x=.001 * seq(0, 300, 1))
# Computing the probability that the random variable X following an Inverse Gamma distribution
# with shape 1 and scale 2 is lower than x
z<-cdf_inverse_gamma(shape = 1, scale = 2, x = 1:10)
z
# Generating a random vector with each component drawn from an Inverse Gamma distribution
# with shape 1 and scale 2
z<- random_inverse_gamma(shape = 1, scale = 2, n = 10)
z

rjd3toolkit documentation built on Sept. 21, 2026, 5:06 p.m.