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Normal Inverse Gaussian (NIG) distribution - updated version

version 1.0.0.0 (10.1 KB) by Ralf Werner
adds the Normal Inverse Gaussian (NIG) distribution to Matlab
3.3
(3)

4K Downloads

Updated Mon, 01 May 2006 15:15:34 +0000

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At the moment, the Normal Inverse Gaussian (NIG) distribution is not included in the statistics toolbox. This collection of m-files supplements this toolbox with the most important functionalities for the NIG distribution: random numbers, moments, cdf, pdf and parameters by moment fit. This collection is an update of a flawed older version.

Cite As

Ralf Werner (2022). Normal Inverse Gaussian (NIG) distribution - updated version (https://www.mathworks.com/matlabcentral/fileexchange/10934-normal-inverse-gaussian-nig-distribution-updated-version), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14SP1
Compatible with any release
Platform Compatibility
Windows macOS Linux

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