R/Examples/example_cfX_InverseGamma.R

In gajdosandrej/CharFunToolR: Numerical Computation Cumulative Distribution Function and Probability Density Function from Characteristic Function

## EXAMPLE 1
# CF of the InverseGamma distribution with alpha = 2, beta = 2
alpha <- 2
beta <- 2
t <- seq(-20, 20, length.out = 501)
plotReIm(function(t)
        cfX_InverseGamma(t, alpha, beta), t,
        title = "CF of the InverseGamma distribution with alpha = 2, beta = 2")

## EXAMPLE 2
# PDF/CDF of the InverseGamma distribution with alpha = 2, beta = 2
alpha <- 2
beta <- 2
cf <- function(t)
        cfX_InverseGamma(t, alpha, beta)
x <- seq(0, 15, length.out = 101)
prob <- c(0.9, 0.95, 0.99)
options <- list()
options$xMin <- 0
options$SixSigmaRule <- 10
options$N <- 2 ^ 14
result <- cf2DistGP(cf, x, prob, options)

## EXAMPLE 3
# PDF/CDF of the compound Binomial-InverseGamma distribution
p <- 0.3
n <- 25
alpha <- 2
beta <- 2
cfX <- function(t)
        cfX_InverseGamma(t, alpha, beta)
cf <- function(t)
        cfN_Binomial(t, n, p, cfX)
x <- seq(0, 70, length.out = 101)
prob <- c(0.9, 0.95, 0.99)
options <- list()
options$isCompound <- TRUE
result <- cf2DistGP(cf, x, prob, options)