Esitmation of Multivariate Generalized Hyperbolic Distributions (MGHD)
This program uses a multi-cycle Expectation-Conditional Maximization algorithm to estimate parametes
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I have tested this code for a 15-dim MGHD PDF. Please take a look at the README for further details.
Cite As
Saket Sathe (2026). Esitmation of Multivariate Generalized Hyperbolic Distributions (MGHD) (https://www.mathworks.com/matlabcentral/fileexchange/11458-esitmation-of-multivariate-generalized-hyperbolic-distributions-mghd), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (6.4 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
