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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 (2026). Normal Inverse Gaussian Distribution (https://www.mathworks.com/matlabcentral/fileexchange/50887-normal-inverse-gaussian-distribution), MATLAB Central File Exchange. Retrieved .
General Information
- Version 2.0.0.0 (2.31 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
