Description Usage Arguments Details Value
We compute this based on the chi-squared density function. Our random variable y is obtained from a chi-squared(nu) variable x via
1 | d_scaled_inv_chisq(y, sigma2, nu, log = FALSE)
|
y |
Point to calculate density for |
sigma2 |
Scale parameter |
nu |
Degrees of freedom |
log |
Default: FALSE |
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)
The density of y under the scaled-inverse-chi-squared distribution
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