Generalized Inverse Gaussian {rmutil}R Documentation

The Generalized Inverse Gaussian Distribution

Description

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. dginvgauss gives the density, pginvgauss gives the distribution function.

The generalized inverse Gaussian distribution has density

f(y) = y^(f-1)/(2 m^f K(1/(s m),abs(f))) exp(-((y - m)^2/(2 y s^2 m^2)))

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.

Usage

dginvgauss(y, m, s, f)
pginvgauss(q, m, s, f)

Arguments

y vector of responses.
q vector of quantiles.
m vector of means.
s vector of dispersion parameters.
f vector of family parameters.

Author(s)

J.K. Lindsey

See Also

dinvgauss for the inverse Gaussian distribution.

Examples

dginvgauss(10, 3, 1, 1)
pginvgauss(10, 3, 1, 1)


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