gigrnd(P, a, b, sampleSize)

Implementation of new Devroye algorithm for sampling from the GIG(p,a,b) distribution.

Version 1.1.0 (2.09 KB)
452 Downloads
(1)
3 Nov 2017
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Cite As

Statovic (2026). gigrnd(P, a, b, sampleSize) (https://www.mathworks.com/matlabcentral/fileexchange/53594-gigrnd-p-a-b-samplesize), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.1.0

-Fixed a problem with sampler when p < 0
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1.0.0

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