This package efficiently implements PDF, CDF, and RNG functions for inverse gamma distributions, indicating improved statistical modeling capabilities.
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.
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Kahle et al. (2025) studied this question.
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