qmixinvgamma: The mixture of inverse gamma distributions

In tobiasmuetze/varmap: Tools Related to MAP Priors for Variances

The mixture of inverse gamma distributions

Description

Quantiles of a mixture of invserse gamma distributions

Usage

qmixinvgamma(p, w, shape, rate)

Arguments

p	vector of probabilities
w	weights which sum up to one
shape	shape parameter
rate	rate parameter

Examples

n <- c(800000, 400000)
x <- c(rgamma(n[1], shape = 3, rate = 2), rgamma(n[2], shape = 5, rate = 4))
quantile(1/x, probs = 0.75)
qmixinvgamma(p = 0.75, w = n/sum(n), shape = c(3, 5), rate = c(2,4))

tobiasmuetze/varmap documentation built on Dec. 8, 2022, 2:16 p.m.