Inverse Gamma Distribution

[Claus Möbus]

Hi,

I need a prior for the variance of a Gaussian likelihood. For that I need to sample values from the inverse Gamma (https://en.wikipedia.org/wiki/Inverse-gamma) distribution. Unfortunately the inverse Gamma is not in WebPPLs distribution library. I would like to stick to the inverse Gamma, if possible.

Best, Claus

[null-a]

Hi. There's no primitive, but perhaps you can do:

var inv_gamma = function (shape, scale) {
  return 1 / gamma(shape, 1 / scale);
};

I'm basing that on one of the laws here:

https://en.wikipedia.org/wiki/Inverse-gamma_distribution#Related_distributions

I'm not 100% sure what I've done is correct, but it seems that something along these lines will likely work.