[R] Inverse gamma

Alberto Monteiro albmont at centroin.com.br
Fri May 18 13:31:19 CEST 2007

Patrick Wang wrote:
> assume I need to generate X from inverse gamma with parameter (k,
>  beta).
> should I generate from Y from gamma(-k, beta),
> then take X=1/Y?
Check the Borg of All Wisdom...

Generate Y from gamma(k, 1/beta) (using...
  rgamma(n = number.of.points, shape = k, scale = 1/beta)
... or ...
  rgamma(n = number.of.points, shape = k, rate = beta)
) and take X = 1/Y

(unless your beta is not the rate parameter...)

Alberto Monteiro

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