rigamma_coupled: Sample from maximally coupled inverse gamma
In pierrejacob/unbiasedpathsampling: Unbiased Path Sampling with couplings
View source: R/invgamma_couplings.R
Description
Sample from maximally coupled inverse gamma with given parameters alpha1, alpha2, beta1, beta2,
where the parametrization is that the log-density of IG(alpha, beta) at x is
alpha * log(beta) - lgamma(alpha) - (alpha+1) * log(x) - beta / x
Usage
1
rigamma_coupled(alpha1, alpha2, beta1, beta2)
pierrejacob/unbiasedpathsampling documentation built on May 17, 2019, 12:03 p.m.
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View source: R/invgamma_couplings.R
Description
Sample from maximally coupled inverse gamma with given parameters alpha1, alpha2, beta1, beta2, where the parametrization is that the log-density of IG(alpha, beta) at x is
alpha * log(beta) - lgamma(alpha) - (alpha+1) * log(x) - beta / x
Usage
1 | rigamma_coupled(alpha1, alpha2, beta1, beta2)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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