Normal Inverse Gaussian Distribution

includes, nigpdf, nigcdf and nig inverse cdf

You are now following this Submission

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 (2026). Normal Inverse Gaussian Distribution (https://www.mathworks.com/matlabcentral/fileexchange/50887-normal-inverse-gaussian-distribution), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
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)