README.md (6310B)
1 <!-- 2 3 @license Apache-2.0 4 5 Copyright (c) 2018 The Stdlib Authors. 6 7 Licensed under the Apache License, Version 2.0 (the "License"); 8 you may not use this file except in compliance with the License. 9 You may obtain a copy of the License at 10 11 http://www.apache.org/licenses/LICENSE-2.0 12 13 Unless required by applicable law or agreed to in writing, software 14 distributed under the License is distributed on an "AS IS" BASIS, 15 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 16 See the License for the specific language governing permissions and 17 limitations under the License. 18 19 --> 20 21 # Inverse Gamma 22 23 > Inverse gamma distribution. 24 25 <section class="usage"> 26 27 ## Usage 28 29 ```javascript 30 var invgamma = require( '@stdlib/stats/base/dists/invgamma' ); 31 ``` 32 33 #### invgamma 34 35 Inverse gamma distribution. 36 37 ```javascript 38 var dist = invgamma; 39 // returns {...} 40 ``` 41 42 The namespace contains the following distribution functions: 43 44 <!-- <toc pattern="*+(cdf|pdf|mgf|quantile)*"> --> 45 46 <div class="namespace-toc"> 47 48 - <span class="signature">[`cdf( x, alpha, beta )`][@stdlib/stats/base/dists/invgamma/cdf]</span><span class="delimiter">: </span><span class="description">inverse Gamma distribution cumulative distribution function.</span> 49 - <span class="signature">[`logpdf( x, alpha, beta )`][@stdlib/stats/base/dists/invgamma/logpdf]</span><span class="delimiter">: </span><span class="description">evaluate the natural logarithm of the probability density function (PDF) for an inverse gamma distribution.</span> 50 - <span class="signature">[`pdf( x, alpha, beta )`][@stdlib/stats/base/dists/invgamma/pdf]</span><span class="delimiter">: </span><span class="description">inverse gamma distribution probability density function (PDF).</span> 51 - <span class="signature">[`quantile( p, alpha, beta )`][@stdlib/stats/base/dists/invgamma/quantile]</span><span class="delimiter">: </span><span class="description">inverse gamma distribution quantile function.</span> 52 53 </div> 54 55 <!-- </toc> --> 56 57 The namespace contains the following functions for calculating distribution properties: 58 59 <!-- <toc pattern="*+(entropy|kurtosis|mean|median|mode|skewness|stdev|variance)*"> --> 60 61 <div class="namespace-toc"> 62 63 - <span class="signature">[`entropy( alpha, beta )`][@stdlib/stats/base/dists/invgamma/entropy]</span><span class="delimiter">: </span><span class="description">inverse gamma distribution differential entropy.</span> 64 - <span class="signature">[`kurtosis( alpha, beta )`][@stdlib/stats/base/dists/invgamma/kurtosis]</span><span class="delimiter">: </span><span class="description">inverse gamma distribution excess kurtosis.</span> 65 - <span class="signature">[`mean( alpha, beta )`][@stdlib/stats/base/dists/invgamma/mean]</span><span class="delimiter">: </span><span class="description">inverse gamma distribution expected value.</span> 66 - <span class="signature">[`mode( alpha, beta )`][@stdlib/stats/base/dists/invgamma/mode]</span><span class="delimiter">: </span><span class="description">inverse gamma distribution mode.</span> 67 - <span class="signature">[`skewness( alpha, beta )`][@stdlib/stats/base/dists/invgamma/skewness]</span><span class="delimiter">: </span><span class="description">inverse gamma distribution skewness.</span> 68 - <span class="signature">[`stdev( alpha, beta )`][@stdlib/stats/base/dists/invgamma/stdev]</span><span class="delimiter">: </span><span class="description">inverse gamma distribution standard deviation.</span> 69 - <span class="signature">[`variance( alpha, beta )`][@stdlib/stats/base/dists/invgamma/variance]</span><span class="delimiter">: </span><span class="description">inverse gamma distribution variance.</span> 70 71 </div> 72 73 <!-- </toc> --> 74 75 The namespace contains a constructor function for creating a [inverse gamma][invgamma-distribution] distribution object. 76 77 <!-- <toc pattern="*ctor*"> --> 78 79 <div class="namespace-toc"> 80 81 - <span class="signature">[`InvGamma( [alpha, beta] )`][@stdlib/stats/base/dists/invgamma/ctor]</span><span class="delimiter">: </span><span class="description">inverse gamma distribution constructor.</span> 82 83 </div> 84 85 <!-- </toc> --> 86 87 ```javascript 88 var InvGamma = require( '@stdlib/stats/base/dists/invgamma' ).InvGamma; 89 90 var dist = new InvGamma( 2.0, 4.0 ); 91 92 var y = dist.cdf( 0.5 ); 93 // returns ~0.003 94 ``` 95 96 </section> 97 98 <!-- /.usage --> 99 100 <section class="examples"> 101 102 ## Examples 103 104 <!-- TODO: better examples --> 105 106 <!-- eslint no-undef: "error" --> 107 108 ```javascript 109 var objectKeys = require( '@stdlib/utils/keys' ); 110 var invgamma = require( '@stdlib/stats/base/dists/invgamma' ); 111 112 console.log( objectKeys( invgamma ) ); 113 ``` 114 115 </section> 116 117 <!-- /.examples --> 118 119 <section class="links"> 120 121 [invgamma-distribution]: https://en.wikipedia.org/wiki/Inverse-gamma_distribution 122 123 <!-- <toc-links> --> 124 125 [@stdlib/stats/base/dists/invgamma/ctor]: https://www.npmjs.com/package/@stdlib/stats/tree/main/base/dists/invgamma/ctor 126 127 [@stdlib/stats/base/dists/invgamma/entropy]: https://www.npmjs.com/package/@stdlib/stats/tree/main/base/dists/invgamma/entropy 128 129 [@stdlib/stats/base/dists/invgamma/kurtosis]: https://www.npmjs.com/package/@stdlib/stats/tree/main/base/dists/invgamma/kurtosis 130 131 [@stdlib/stats/base/dists/invgamma/mean]: https://www.npmjs.com/package/@stdlib/stats/tree/main/base/dists/invgamma/mean 132 133 [@stdlib/stats/base/dists/invgamma/mode]: https://www.npmjs.com/package/@stdlib/stats/tree/main/base/dists/invgamma/mode 134 135 [@stdlib/stats/base/dists/invgamma/skewness]: https://www.npmjs.com/package/@stdlib/stats/tree/main/base/dists/invgamma/skewness 136 137 [@stdlib/stats/base/dists/invgamma/stdev]: https://www.npmjs.com/package/@stdlib/stats/tree/main/base/dists/invgamma/stdev 138 139 [@stdlib/stats/base/dists/invgamma/variance]: https://www.npmjs.com/package/@stdlib/stats/tree/main/base/dists/invgamma/variance 140 141 [@stdlib/stats/base/dists/invgamma/cdf]: https://www.npmjs.com/package/@stdlib/stats/tree/main/base/dists/invgamma/cdf 142 143 [@stdlib/stats/base/dists/invgamma/logpdf]: https://www.npmjs.com/package/@stdlib/stats/tree/main/base/dists/invgamma/logpdf 144 145 [@stdlib/stats/base/dists/invgamma/pdf]: https://www.npmjs.com/package/@stdlib/stats/tree/main/base/dists/invgamma/pdf 146 147 [@stdlib/stats/base/dists/invgamma/quantile]: https://www.npmjs.com/package/@stdlib/stats/tree/main/base/dists/invgamma/quantile 148 149 <!-- </toc-links> --> 150 151 </section> 152 153 <!-- /.links -->