Inverse Gamma

Inverse gamma distribution.

Installation

npm install @stdlib/stats-base-dists-invgamma

Usage

var invgamma = require( '@stdlib/stats-base-dists-invgamma' );

invgamma

Inverse gamma distribution.

var dist = invgamma;
// returns {...}

The namespace contains the following distribution functions:

• cdf( x, alpha, beta ): inverse Gamma distribution cumulative distribution function.
• logpdf( x, alpha, beta ): evaluate the natural logarithm of the probability density function (PDF) for an inverse gamma distribution.
• pdf( x, alpha, beta ): inverse gamma distribution probability density function (PDF).
• quantile( p, alpha, beta ): inverse gamma distribution quantile function.

The namespace contains the following functions for calculating distribution properties:

• entropy( alpha, beta ): inverse gamma distribution differential entropy.
• kurtosis( alpha, beta ): inverse gamma distribution excess kurtosis.
• mean( alpha, beta ): inverse gamma distribution expected value.
• mode( alpha, beta ): inverse gamma distribution mode.
• skewness( alpha, beta ): inverse gamma distribution skewness.
• stdev( alpha, beta ): inverse gamma distribution standard deviation.
• variance( alpha, beta ): inverse gamma distribution variance.

The namespace contains a constructor function for creating a inverse gamma distribution object.

• InvGamma( [alpha, beta] ): inverse gamma distribution constructor.

var InvGamma = require( '@stdlib/stats-base-dists-invgamma' ).InvGamma;

var dist = new InvGamma( 2.0, 4.0 );

var y = dist.cdf( 0.5 );
// returns ~0.003

Examples

var objectKeys = require( '@stdlib/utils-keys' );
var invgamma = require( '@stdlib/stats-base-dists-invgamma' );

console.log( objectKeys( invgamma ) );

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.