Generalized Inverse Gaussian {rmutil} | R Documentation |
These functions provide information about the generalized inverse
Gaussian distribution with mean equal to m
, dispersion equal to
s
, and family parameter equal to f
: density,
cumulative distribution, quantiles, log hazard, and random generation.
The generalized inverse Gaussian distribution has density
f(y) = y^(f-1)/(2 m^f K(1/(s m),abs(f))) exp(-(1/y+y/m^2)/(2*s))
where m is the mean of the distribution, s the dispersion, f is the family parameter, and K() is the fractional Bessel function of the third kind.
f=-1/2 yields an inverse Gaussian distribution, s=infinity, f>0 a gamma distribution, and f=0 a hyperbola distribution.
dginvgauss(y, m, s, f, log=FALSE) pginvgauss(q, m, s, f) qginvgauss(p, m, s, f) hginvgauss(y, m, s, f) rginvgauss(n, m, s, f)
y |
vector of responses. |
q |
vector of quantiles. |
p |
vector of probabilities |
n |
number of values to generate |
m |
vector of means. |
s |
vector of dispersion parameters. |
f |
vector of family parameters. |
log |
if TRUE, log probabilities are supplied. |
J.K. Lindsey
dinvgauss
for the inverse Gaussian distribution.
dginvgauss(10, 3, 1, 1) pginvgauss(10, 3, 1, 1) qginvgauss(0.4, 3, 1, 1) rginvgauss(10, 3, 1, 1)