Thread Subject: normal inverse gaussian

Subject: normal inverse gaussian

From: siti

Date: 20 Oct, 2009 08:41:24

Message: 1 of 1

hi,
i got a problem to plot NIG (normal inverse gaussian) graf. i found
the function created by someone in matlab link exchange. for example,
to plot pdf graf, you need

                                       y = nigpdf(x, alpha, beta, mu,
delta)

in order to get alpha, beta , mu and delta, you need to know mean,
variance, skewness and kurtosis.

                                 [m, v, s, k] = nigstats(alpha, beta,
mu, delta)

the problem is, how to get the mean(m), variance(v), skewness(s) and
kurtosis(k)? like generalized extreme value, it has gevfit to obtain
the unknown parameter. hope that you can help me.

thanks

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