Normal Inverse Gaussian Distribution

Version 2.0.0.0 (2.31 KB) by Ilnaz
includes, nigpdf, nigcdf and nig inverse cdf
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Updated 19 May 2015

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Calculates the nig pdf, cdf and inverse cdf with four given parameters (alpha, beta, mu, delta). For the inverse cdf we use newton's method. The invNIGinitisl function produces an appropriate initial guess for the newton's method.

Cite As

Ilnaz (2024). Normal Inverse Gaussian Distribution (https://www.mathworks.com/matlabcentral/fileexchange/50887-normal-inverse-gaussian-distribution), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
2.0.0.0

NigCdfSimple should have been changed to NigCdf in InvNig.m file.
The pdfHandle should be in a column format
1.0.0.0

Normal Inverse Gaussian (pdf, cdf, inverse cdf)