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Inverse gamma distribution constructor.
npm install @stdlib/stats-base-dists-invgamma-ctorAlternatively,
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var InvGamma = require( '@stdlib/stats-base-dists-invgamma-ctor' );Returns an inverse gamma distribution object.
var invgamma = new InvGamma();
var mode = invgamma.mode;
// returns 0.5By default, alpha = 1.0 and beta = 1.0. To create a distribution having a different alpha (shape parameter) and beta (rate parameter), provide the corresponding arguments.
var invgamma = new InvGamma( 2.0, 4.0 );
var mu = invgamma.mean;
// returns 4.0An inverse gamma distribution object has the following properties and methods...
Shape parameter of the distribution. alpha must be a positive number.
var invgamma = new InvGamma();
var alpha = invgamma.alpha;
// returns 1.0
invgamma.alpha = 3.0;
alpha = invgamma.alpha;
// returns 3.0Rate parameter of the distribution. beta must be a positive number.
var invgamma = new InvGamma( 2.0, 4.0 );
var b = invgamma.beta;
// returns 4.0
invgamma.beta = 3.0;
b = invgamma.beta;
// returns 3.0Returns the excess kurtosis.
var invgamma = new InvGamma( 6.0, 12.0 );
var kurtosis = invgamma.kurtosis;
// returns 19.0Returns the expected value.
var invgamma = new InvGamma( 4.0, 12.0 );
var mu = invgamma.mean;
// returns 4.0Returns the mode.
var invgamma = new InvGamma( 4.0, 12.0 );
var mode = invgamma.mode;
// returns 2.4Returns the skewness.
var invgamma = new InvGamma( 4.0, 12.0 );
var skewness = invgamma.skewness;
// returns ~5.657Returns the standard deviation.
var invgamma = new InvGamma( 4.0, 12.0 );
var s = invgamma.stdev;
// returns ~2.828Returns the variance.
var invgamma = new InvGamma( 4.0, 12.0 );
var s2 = invgamma.variance;
// returns 8.0Evaluates the cumulative distribution function (CDF).
var invgamma = new InvGamma( 2.0, 4.0 );
var y = invgamma.cdf( 0.5 );
// returns ~0.003Evaluates the natural logarithm of the probability density function (PDF).
var invgamma = new InvGamma( 2.0, 4.0 );
var y = invgamma.logpdf( 0.8 );
// returns ~-1.558Evaluates the probability density function (PDF).
var invgamma = new InvGamma( 2.0, 4.0 );
var y = invgamma.pdf( 0.8 );
// returns ~0.211Evaluates the quantile function at probability p.
var invgamma = new InvGamma( 2.0, 4.0 );
var y = invgamma.quantile( 0.5 );
// returns ~2.383
y = invgamma.quantile( 1.9 );
// returns NaNvar InvGamma = require( '@stdlib/stats-base-dists-invgamma-ctor' );
var invgamma = new InvGamma( 3.0, 4.0 );
var mu = invgamma.mean;
// returns 2.0
var mode = invgamma.mode;
// returns 1.0
var s2 = invgamma.variance;
// returns 4.0
var y = invgamma.cdf( 0.8 );
// returns ~0.125This 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.
See LICENSE.
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