InvGamma              package:MCMCpack              R Documentation

_T_h_e _I_n_v_e_r_s_e _G_a_m_m_a _D_i_s_t_r_i_b_u_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     Density function and random generation from the inverse gamma
     distribution.

_U_s_a_g_e:

     rinvgamma(n, shape, scale = 1)
     dinvgamma(x, shape, scale = 1)

_A_r_g_u_m_e_n_t_s:

       x: Scalar location to evaluate density.

       n: Number of draws from the distribution.

   shape: Scalar shape parameter.

   scale: Scalar scale parameter (default value one).

_D_e_t_a_i_l_s:

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

_V_a_l_u_e:

     '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.

_S_e_e _A_l_s_o:

     'GammaDist'

_E_x_a_m_p_l_e_s:

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

