Normal Inverse Gaussian (NIG) distribution - updated version
adds the Normal Inverse Gaussian (NIG) distribution to Matlab
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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 (2026). 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 .
General Information
- Version 1.0.0.0 (10.1 KB)
-
No License
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
