The Normal-InvChi distribution

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Description

Density and random generation for the normal-inv-chi distribution with parameters b, c, g and h.

Usage

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dnorminvchi(mu, sigma, b, c, g, h)

rnorminvchi(n, b, c, g, h)

Arguments

mu

vector of quantities.

sigma

vector of quantities.

b

mean.

c

must be strictly positive.

g

must be strictly positive.

h

must be strictly positive.

n

number of observations.

Note

If (mu,sigma)^T~NInvChi(b,c,g,h) then mu|sigma~N(b,sigma^2/c) and sigma~Inv-Chi(g,h). Also mu~t_(2g)(b,h/(gc)).

Examples

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dnorminvchi(1, 1/sqrt(2), 1, 2, 5, 3)
rnorminvchi(1, 1, 2, 5, 3)

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