

   TThhee GGeenneerraalliizzeedd IInnvveerrssee GGaauussssiiaann DDiissttrriibbuuttiioonn

        dginvgauss(y, m, s, f)
        pginvgauss(q, m, s, f)

   AArrgguummeennttss::

          y: vector of responses.

          q: vector of quantiles.

          m: vector of means.

          s: vector of dispersion parameters.

          f: vector of family parameters.

   DDeessccrriippttiioonn::

        These functions provide information about the general-
        ized inverse Gaussian distribution with mean equal to
        `m', dispersion equal to `s', and family parameter
        equal to `f'.  `dginvgauss' gives the density, `pgin-
        vgauss' gives the distribution function.

        The generalized inverse Gaussian distribution has den-
        sity

               f(y) = y^(f-1)/(2 m^f K(1/(s m),abs(f)))
               exp(-((y - m)^2/(2 y s^2 m^2)))

        where m is the mean of the distribution, s the disper-
        sion, f is the family parameter, and K() is the frac-
        tional Bessel function of the third kind.

        f=-1/2 yields an inverse Gaussian distribution,
        s=infinity, f>0 a gamma distribution, and f=0 a hyper-
        bola distribution.

   AAuutthhoorr((ss))::

        J.K. Lindsey

   SSeeee AAllssoo::

        `dinvgauss' for the inverse Gaussian distribution.

   EExxaammpplleess::

        dginvgauss(10, 3, 1, 1)
        pginvgauss(10, 3, 1, 1)

