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Inverse Gamma distribution...

Dec 27, 2013 at 4:55 PM

When I try using InverseGamma.CDF and the inbuilt excel forumla I could see difference in values.
Ex:InverseGamma.CDF(2,3,4) has different value then that of Excel inbuilt formula Gamma.Inv(4,2,3, true).

Can you provide if anything needs to be done for the same.

Thanks for your help in advance.
Dec 30, 2013 at 1:58 PM

Gamma and Inverse-Gamma are different distributions. To my understanding Excel does not support the inverse gamma distribution.

If you're looking for the inverse CDF of the gamma distribution though (Excel: GAMMAINV), I've just added Gamma.InvCDF that will be part of the next alpha release and should work as expected (but again parametrized with rate instead of scale when using the static functions).

Since there have been quite a few Excel-related queries I've also added a new static ExcelFunctions class that provides Excel-compatible functions, e.g. ExcelFunctions.GAMMAINV.

Marked as answer by cdrnet on 12/30/2013 at 6:43 AM
Dec 31, 2013 at 6:31 AM

Can you let us know when would the alpha release be available.

Krishnaprasad J.
Dec 31, 2013 at 8:49 AM

It is already available, in the NuGet gallery.