d_scaled_inv_chisq: Scaled inverse chi-squared density

Description Usage Arguments Details Value

View source: R/nix.R

Description

We compute this based on the chi-squared density function. Our random variable y is obtained from a chi-squared(nu) variable x via

Usage

1
d_scaled_inv_chisq(y, sigma2, nu, log = FALSE)

Arguments

y

Point to calculate density for

sigma2

Scale parameter

nu

Degrees of freedom

log

Default: FALSE

Details

y = g(x) = nu * sigma^2 * 1/x x = g^-1(y) = nu*sigma^2 * 1/y

Thus, the density function f_Y(y) is obtained from f_X = dchisq via

f_Y(y) = d/dy g^-1(y) * f_X(g^-1(y)) = y^-2 * nu*sigma^2 * dchisq(nu*sigma^2/y, nu)

Value

The density of y under the scaled-inverse-chi-squared distribution


kleinschmidt/beliefupdatr documentation built on May 24, 2020, 8:26 p.m.