gigrnd(P, a, b, sampleSize)

Version 1.1.0.0 (3.02 KB) by Statovic
Implementation of new Devroye algorithm for sampling from the GIG(p,a,b) distribution.
5.0
(1)
412 Downloads
Updated 3 Nov 2017

View License

Implementation of the Devroye (2014) algorithm for sampling from the generalized inverse Gaussian (GIG) distribution.
References:
L. Devroye
Random variate generation for the generalized inverse Gaussian distribution
Statistics and Computing, Vol. 24, pp. 239-246, 2014.

Cite As

Statovic (2024). gigrnd(P, a, b, sampleSize) (https://www.mathworks.com/matlabcentral/fileexchange/53594-gigrnd-p-a-b-samplesize), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Weather and Atmospheric Science in Help Center and MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Published Release Notes
1.1.0.0

-Fixed a problem with sampler when p < 0
1.0.0.0