Inverse Gamma Random Numbers

Inverse gamma distributed pseudorandom numbers.

Usage

var invgamma = require( '@stdlib/random/base/invgamma' );

invgamma( alpha, beta )

Returns a pseudorandom number drawn from an inverse gamma distribution with parameters alpha (shape parameter) and beta (scale parameter).

var r = invgamma( 2.0, 5.0 );
// returns <number>

If alpha <= 0 or beta <= 0, the function returns NaN.

var r = invgamma( 2.0, -2.0 );
// returns NaN

r = invgamma( -2.0, 2.0 );
// returns NaN

If alpha or beta is NaN, the function returns NaN.

var r = invgamma( NaN, 5.0 );
// returns NaN

r = invgamma( 2.0, NaN );
// returns NaN

invgamma.factory( [alpha, beta, ][options] )

Returns a pseudorandom number generator (PRNG) for generating pseudorandom numbers drawn from an inverse gamma distribution.

var rand = invgamma.factory();

var r = rand( 1.5, 1.5 );
// returns <number>

If provided alpha and beta, the returned generator returns random variates from the specified distribution.

var rand = invgamma.factory( 1.5, 1.5 );

var r = rand();
// returns <number>

r = rand();
// returns <number>

If not provided alpha and beta, the returned generator requires that both parameters be provided at each invocation.

var rand = invgamma.factory();

var r = rand( 1.0, 1.0 );
// returns <number>

r = rand( 3.14, 2.25 );
// returns <number>

The function accepts the following options:

  • seed: pseudorandom number generator seed.

To seed a pseudorandom number generator, set the seed option.

var rand = invgamma.factory({
    'seed': 12345
});

var r = rand( 2.0, 3.0 );
// returns <number>

rand = invgamma.factory( 2.0, 3.0, {
    'seed': 12345
});

r = rand();
// returns <number>

invgamma.NAME

The generator name.

var str = invgamma.NAME;
// returns 'invgamma'

invgamma.PRNG

The underlying pseudorandom number generator.

var prng = invgamma.PRNG;
// returns <Function>

invgamma.SEED

The value used to seed invgamma().

var rand;
var r;
var i;

// Generate pseudorandom values...
for ( i = 0; i < 100; i++ ) {
    r = invgamma( 2.0, 2.0 );
}

// Generate the same pseudorandom values...
rand = invgamma.factory( 2.0, 2.0, {
    'seed': invgamma.SEED
});
for ( i = 0; i < 100; i++ ) {
    r = rand();
}

Examples

var invgamma = require( '@stdlib/random/base/invgamma' );

var seed;
var rand;
var i;

// Generate pseudorandom numbers...
console.log( '\nseed: %d', invgamma.SEED );
for ( i = 0; i < 100; i++ ) {
    console.log( invgamma( 2.0, 2.0 ) );
}

// Create a new pseudorandom number generator...
seed = 1234;
rand = invgamma.factory( 6.0, 2.0, {
    'seed': seed
});
console.log( '\nseed: %d', seed );
for ( i = 0; i < 100; i++ ) {
    console.log( rand() );
}

// Create another pseudorandom number generator using a previous seed...
rand = invgamma.factory( 2.0, 2.0, {
    'seed': invgamma.SEED
});
console.log( '\nseed: %d', invgamma.SEED );
for ( i = 0; i < 100; i++ ) {
    console.log( rand() );
}