Inverse Chi-Squared Distribution Functions

Functions to compute the probability density function, cumulative distribution function, and quantile function for the Inverse Chi-Squared distribution.

Usage

inverse_chi_squared_pdf(x, df, scale = 1)

inverse_chi_squared_lpdf(x, df, scale = 1)

inverse_chi_squared_cdf(x, df, scale = 1)

inverse_chi_squared_lcdf(x, df, scale = 1)

inverse_chi_squared_quantile(p, df, scale = 1)

Arguments

x

quantile

df

degrees of freedom (df > 0)

scale

scale parameter (default is 1)

p

probability (0 <= p <= 1)

Value

A single numeric value with the computed probability density, log-probability density, cumulative distribution, log-cumulative distribution, or quantile depending on the function called.

See also

Boost Documentation for more details on the mathematical background.

Examples

# Inverse Chi-Squared distribution with 3 degrees of freedom, scale = 1
inverse_chi_squared_pdf(2, 3, 1)
#> [1] 0.1730996
inverse_chi_squared_lpdf(2, 3, 1)
#> [1] -1.753888
inverse_chi_squared_cdf(2, 3, 1)
#> [1] 0.6822703
inverse_chi_squared_lcdf(2, 3, 1)
#> [1] -0.3823293
inverse_chi_squared_quantile(0.5, 3, 1)
#> [1] 1.267977