inv_gauss_sampler: Inverse Gaussian Sampler

In rchan26/layeredBB: Simulates layered Brownian bridges using C++ and Rcpp

Inverse Gaussian Sampler

Description

This function returns 1 sample from an Inverse Gaussian distribution with mean mu and shape lambda

Usage

inv_gauss_sampler(mu, lambda)

Arguments

mu	mean value
lambda	shape value

Value

real value: simulated point from Inverse Gaussian distribution with mean mu and shape lambda

Examples

curve(statmod::dinvgauss(x, mean = 1, shape = 1), 0, 4)
samples <- sapply(1:10000, function(i) inv_gauss_sampler(mu = 1, lambda = 1))
lines(density(x = samples, adjust = 0.5), col = 'blue')

rchan26/layeredBB documentation built on March 25, 2022, 3:44 a.m.