Tune an Inverse Gamma to Achieve the Target Truncation

Allows an inverse gamma distribution to be. tuned so that less than 0.01 of its probability mass function falls outside of the specified bounds. This is required when using an inverse gamma prior, for example for a Gaussian process. As no inverse gamma priors are currently in use and this function has some stability issues it has been deprecated.

Usage

tune_inv_gamma(lower = 2, upper = 21)

Arguments

lower

Numeric, defaults to 2. Lower truncation bound.

upper

Numeric, defaults to 21. Upper truncation bound.

Value

A list of alpha and beta values that describe a inverse gamma distribution that achieves the target truncation.