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Inverse Gamma

Inverse gamma distribution constructor.

Installation

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

Alternatively,

• To load the package in a website via a script tag without installation and bundlers, use the ES Module available on the esm branch (see README).
• If you are using Deno, visit the deno branch (see README for usage intructions).
• For use in Observable, or in browser/node environments, use the Universal Module Definition (UMD) build available on the umd branch (see README).

The branches.md file summarizes the available branches and displays a diagram illustrating their relationships.

To view installation and usage instructions specific to each branch build, be sure to explicitly navigate to the respective README files on each branch, as linked to above.

Usage

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

InvGamma( [alpha, beta] )

Returns an inverse gamma distribution object.

var invgamma = new InvGamma();

var mode = invgamma.mode;
// returns 0.5

By 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 4.0

---

invgamma

An inverse gamma distribution object has the following properties and methods...

Writable Properties

invgamma.alpha

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 3.0

invgamma.beta

Rate 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 3.0

---

Computed Properties

InvGamma.prototype.kurtosis

Returns the excess kurtosis.

var invgamma = new InvGamma( 6.0, 12.0 );

var kurtosis = invgamma.kurtosis;
// returns 19.0

InvGamma.prototype.mean

Returns the expected value.

var invgamma = new InvGamma( 4.0, 12.0 );

var mu = invgamma.mean;
// returns 4.0

InvGamma.prototype.mode

Returns the mode.

var invgamma = new InvGamma( 4.0, 12.0 );

var mode = invgamma.mode;
// returns 2.4

InvGamma.prototype.skewness

Returns the skewness.

var invgamma = new InvGamma( 4.0, 12.0 );

var skewness = invgamma.skewness;
// returns ~5.657

InvGamma.prototype.stdev

Returns the standard deviation.

var invgamma = new InvGamma( 4.0, 12.0 );

var s = invgamma.stdev;
// returns ~2.828

InvGamma.prototype.variance

Returns the variance.

var invgamma = new InvGamma( 4.0, 12.0 );

var s2 = invgamma.variance;
// returns 8.0

---

Methods

InvGamma.prototype.cdf( x )

Evaluates the cumulative distribution function (CDF).

var invgamma = new InvGamma( 2.0, 4.0 );

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

InvGamma.prototype.logpdf( x )

Evaluates the natural logarithm of the probability density function (PDF).

var invgamma = new InvGamma( 2.0, 4.0 );

var y = invgamma.logpdf( 0.8 );
// returns ~-1.558

InvGamma.prototype.pdf( x )

Evaluates the probability density function (PDF).

var invgamma = new InvGamma( 2.0, 4.0 );

var y = invgamma.pdf( 0.8 );
// returns ~0.211

InvGamma.prototype.quantile( p )

Evaluates 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 NaN

---

Examples

var 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 ~0.125

---

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

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License

See LICENSE.

Copyright

Copyright © 2016-2025. The Stdlib Authors.