main.js (1579B)
1 /** 2 * @license Apache-2.0 3 * 4 * Copyright (c) 2018 The Stdlib Authors. 5 * 6 * Licensed under the Apache License, Version 2.0 (the "License"); 7 * you may not use this file except in compliance with the License. 8 * You may obtain a copy of the License at 9 * 10 * http://www.apache.org/licenses/LICENSE-2.0 11 * 12 * Unless required by applicable law or agreed to in writing, software 13 * distributed under the License is distributed on an "AS IS" BASIS, 14 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 15 * See the License for the specific language governing permissions and 16 * limitations under the License. 17 */ 18 19 'use strict'; 20 21 // MODULES // 22 23 var factory = require( './factory.js' ); 24 25 26 // MAIN // 27 28 /** 29 * Returns a random number drawn from an inverse gamma distribution. 30 * 31 * ## Method 32 * 33 * When 34 * 35 * ```tex 36 * X \sim \operatorname{Gamma}( \alpha, \beta ) 37 * ``` 38 * 39 * then 40 * 41 * ```tex 42 * \frac{1}{X} \sim \operatorname{InvGamma}\left( \alpha, \tfrac{1}{beta} \right) 43 * ``` 44 * 45 * 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`. 46 * 47 * 48 * @name invgamma 49 * @type {PRNG} 50 * @param {PositiveNumber} alpha - shape parameter 51 * @param {PositiveNumber} beta - scale parameter 52 * @returns {number} pseudorandom number 53 * 54 * @example 55 * var v = invgamma( 2.0, 1.0 ); 56 * // returns <number> 57 * 58 * @example 59 * var v = invgamma( -2.0, 5.0 ); 60 * // returns NaN 61 */ 62 var invgamma = factory(); 63 64 65 // EXPORTS // 66 67 module.exports = invgamma;