/** * @license Apache-2.0 * * Copyright (c) 2018 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ 'use strict'; // MODULES // var factory = require( './factory.js' ); // MAIN // /** * Returns a random number drawn from an inverse gamma distribution. * * ## Method * * When * * ```tex * X \sim \operatorname{Gamma}( \alpha, \beta ) * ``` * * then * * ```tex * \frac{1}{X} \sim \operatorname{InvGamma}\left( \alpha, \tfrac{1}{beta} \right) * ``` * * Hence, to generate a draw from an inverse gamma distribution with parameters \\( \alpha \\) and \\( \beta \\), sample `X` from a \\( \operatorname{Gamma}\left( \alpha, \tfrac{1}{\beta} \right) \\) distribution and return `1/X`. * * * @name invgamma * @type {PRNG} * @param {PositiveNumber} alpha - shape parameter * @param {PositiveNumber} beta - scale parameter * @returns {number} pseudorandom number * * @example * var v = invgamma( 2.0, 1.0 ); * // returns * * @example * var v = invgamma( -2.0, 5.0 ); * // returns NaN */ var invgamma = factory(); // EXPORTS // module.exports = invgamma;