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inverse Gaussian distribution
Posted: Tue Feb 04, 2020 9:22 am
by tclark
Has anyone by chance worked out how to draw in RATS from an inverse Gaussian distribution? Drawing from this distribution shows up in Gibbs samplers for Bayesian quantile regression. Thanks.
Re: inverse Gaussian distribution
Posted: Mon Feb 17, 2020 12:13 pm
by TomDoan
That's a fairly straightforward function (attached). This is based on the Java code on the wikipedia page for the distribution.
Re: inverse Gaussian distribution
Posted: Mon Feb 17, 2020 8:24 pm
by tclark
Terrific -- thanks very much!