time-to-botec/js/node_modules/@stdlib/stats/base/dists/invgamma

Inverse Gamma

Inverse gamma distribution.

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 ) );