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Generalized Error Distribution functions

version 1.0.0.0 (1.06 KB) by AV
GEDpdf, GEDcdf, GEDinv

159 Downloads

Updated 23 May 2016

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Although I am completely aware they are simple functions I'd like to upload them because I noticed this distribution is not implemented by default and it could be useful for modelling logreturns distribution.

Cite As

AV (2021). Generalized Error Distribution functions (https://www.mathworks.com/matlabcentral/fileexchange/57283-generalized-error-distribution-functions), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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