An R package for a general class of inverse Gaussian distributions

Víctor Leiva, Hugo Hernández, Antonio Sanhueza

Research output: Contribution to journalArticlepeer-review

17 Scopus citations


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 ig 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 ig 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 ig package.

Original languageEnglish
Pages (from-to)1-21
Number of pages21
JournalJournal of Statistical Software
Issue number4
StatePublished - Jun 2008
Externally publishedYes


  • Diagnostics
  • Goodness of fit
  • Lifetime analysis
  • Likelihood methods


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