invgamma: the inverse gamma distribution in R
invgamma is a popular low dependency R package that implements the probability density function (PDF), cumulative distribution function (CDF), quantile function (QF) and random number generator (RNG) functions for the inverse gamma, inverse chi-squared, and inverse exponential distributions, which are missing from base R . The functions follow the standard R syntax and are efficient, leveraging the corresponding functions for the gamma distribution currently in R through straightforward mathematical relationships between the distributions. It is distributed through the Comprehensive R Archive Network (CRAN, https://cran.r-project.org ) and GitHub ( https://github.com/dkahle/invgamma ), where it is version controlled.
Authors
- David Kahle (ORCID: https://orcid.org/0000-0002-9999-1558)
- James D. Stamey (ORCID: https://orcid.org/0000-0002-3787-6490)
Publication Details
- Journal
- PeerJ Computer Science
- Published
- 2025-09-26
- DOI
- https://doi.org/10.7717/peerj-cs.3205
- Primary Topic
- Bayesian Methods and Mixture Models
- Type
- article
- Field-Weighted Citation Impact
- 0.00