AnRPackage for a General Class of Inverse Gaussian Distributions

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 <b>ig</b> 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 <b>ig</b> 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 <b>ig</b> package.