stats (version 3.4.3)

GammaDist: The Gamma Distribution

Description

Density, distribution function, quantile function and random generation for the Gamma distribution with parameters shape and scale.

Usage

dgamma(x, shape, rate = 1, scale = 1/rate, log = FALSE)
pgamma(q, shape, rate = 1, scale = 1/rate, lower.tail = TRUE,
       log.p = FALSE)
qgamma(p, shape, rate = 1, scale = 1/rate, lower.tail = TRUE,
       log.p = FALSE)
rgamma(n, shape, rate = 1, scale = 1/rate)

Arguments

x, q

vector of quantiles.

p

vector of probabilities.

n

number of observations. If length(n) > 1, the length is taken to be the number required.

rate

an alternative way to specify the scale.

shape, scale

shape and scale parameters. Must be positive, scale strictly.

log, log.p

logical; if TRUE, probabilities/densities \(p\) are returned as \(log(p)\).

lower.tail

logical; if TRUE (default), probabilities are \(P[X \le x]\), otherwise, \(P[X > x]\).

Value

dgamma gives the density, pgamma gives the distribution function, qgamma gives the quantile function, and rgamma generates random deviates.

Invalid arguments will result in return value NaN, with a warning.

The length of the result is determined by n for rgamma, and is the maximum of the lengths of the numerical arguments for the other functions.

The numerical arguments other than n are recycled to the length of the result. Only the first elements of the logical arguments are used.

Details

If scale is omitted, it assumes the default value of 1.

The Gamma distribution with parameters shape \(=\alpha\) and scale \(=\sigma\) has density $$ f(x)= \frac{1}{{\sigma}^{\alpha}\Gamma(\alpha)} {x}^{\alpha-1} e^{-x/\sigma}% $$ for \(x \ge 0\), \(\alpha > 0\) and \(\sigma > 0\). (Here \(\Gamma(\alpha)\) is the function implemented by R's gamma() and defined in its help. Note that \(a = 0\) corresponds to the trivial distribution with all mass at point 0.)

The mean and variance are \(E(X) = \alpha\sigma\) and \(Var(X) = \alpha\sigma^2\).

The cumulative hazard \(H(t) = - \log(1 - F(t))\) is

-pgamma(t, ..., lower = FALSE, log = TRUE)

Note that for smallish values of shape (and moderate scale) a large parts of the mass of the Gamma distribution is on values of \(x\) so near zero that they will be represented as zero in computer arithmetic. So rgamma may well return values which will be represented as zero. (This will also happen for very large values of scale since the actual generation is done for scale = 1.)

References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

Shea, B. L. (1988) Algorithm AS 239, Chi-squared and incomplete Gamma integral, Applied Statistics (JRSS C) 37, 466--473.

Abramowitz, M. and Stegun, I. A. (1972) Handbook of Mathematical Functions. New York: Dover. Chapter 6: Gamma and Related Functions.

NIST Digital Library of Mathematical Functions. http://dlmf.nist.gov/, section 8.2.

See Also

gamma for the gamma function.

Distributions for other standard distributions, including dbeta for the Beta distribution and dchisq for the chi-squared distribution which is a special case of the Gamma distribution.

Examples

# NOT RUN {
-log(dgamma(1:4, shape = 1))
p <- (1:9)/10
pgamma(qgamma(p, shape = 2), shape = 2)
1 - 1/exp(qgamma(p, shape = 1))

# }
# NOT RUN {
# even for shape = 0.001 about half the mass is on numbers
# that cannot be represented accurately (and most of those as zero)
pgamma(.Machine$double.xmin, 0.001)
pgamma(5e-324, 0.001)  # on most machines 5e-324 is the smallest
                       # representable non-zero number
table(rgamma(1e4, 0.001) == 0)/1e4
# }