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An R Package for a General Class of Inverse Gaussian Distributions

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  • Leiva, Víctor
  • Hernández, Hugo
  • Sanhueza, Antonio

Abstract

The inverse Gaussian distribution is a positively skewed probability model that has received great attention in the last 20 years. Recently, a family that generalizes this model called inverse Gaussian type distributions has been developed. The new R package named ig has been designed to analyze data from inverse Gaussian type distributions. This package contains basic probabilistic functions, lifetime indicators and a random number generator from this model. Also, parameter estimates and diagnostics analysis can be obtained using likelihood methods by means of this package. In addition, goodness-of-fit methods are implemented in order to detect the suitability of the model to the data. The capabilities and features of the ig package are illustrated using simulated and real data sets. Furthermore, some new results related to the inverse Gaussian type distribution are also obtained. Moreover, a simulation study is conducted for evaluating the estimation method implemented in the ig package.

Suggested Citation

  • Leiva, Víctor & Hernández, Hugo & Sanhueza, Antonio, 2008. "An R Package for a General Class of Inverse Gaussian Distributions," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 26(i04).
    • Handle: RePEc:jss:jstsof:v:026:i04
    DOI: http://hdl.handle.net/10.18637/jss.v026.i04
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    References listed on IDEAS

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    1. Antonio Sanhueza & Víctor Leiva & N. Balakrishnan, 2008. "A new class of inverse Gaussian type distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(1), pages 31-49, June.
    2. Govind Mudholkar & Rajeshwari Natarajan, 2002. "The Inverse Gaussian Models: Analogues of Symmetry, Skewness and Kurtosis," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(1), pages 138-154, March.
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    Cited by:

    1. Jones, M.C., 2012. "Relationships between distributions with certain symmetries," Statistics & Probability Letters, Elsevier, vol. 82(9), pages 1737-1744.

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