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.
Ralf Werner (2021). 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 .
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