R: The Inverse Gamma Distribution

InvGamma {MCMCpack} | R Documentation

## The Inverse Gamma Distribution

### Description

Density function and random generation from the inverse gamma distribution.

### Usage

    dinvgamma(x, shape, scale = 1)

    rinvgamma(n, shape, scale = 1)

### Arguments

`x` | Scalar location to evaluate density.
`shape` | Scalar shape parameter.
`scale` | Scalar scale parameter (default value one).
`n` | Number of draws from the distribution.

### Details

An inverse gamma random variable with shape a and scale b has mean \frac{b}{a-1} (assuming a>1) and variance \frac{b^2}{(a-1)^2(a-2)} (assuming a>2).

### Value

`dinvgamma` evaluates the density at `x`.

`rinvgamma` takes `n` draws from the inverse Gamma distribution. The parameterization is consistent with the Gamma Distribution in the stats package.

### References

Andrew Gelman, John B. Carlin, Hal S. Stern, and Donald B. Rubin. 2004. Bayesian Data Analysis. 2nd Edition. Boca Raton: Chapman & Hall.

### See Also

`GammaDist`

### Examples

    density <- dinvgamma(4.2, 1.1)
    draws <- rinvgamma(10, 3.2)

[Package MCMCpack version 1.5-0 Index]