Normal Inverse Gaussion Distribution

Extends the statistics toolbox by the NIG distribution.

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At the moment, the normal inverse Gaussian distribution is not included in the statistics toolbox. This collection of m-files supplements this toolbox with the most important functionalities for the NIG distribution: random numbers, moments, cdf, pdf and parameters by moment fit.

Cite As

Ralf Werner (2026). Normal Inverse Gaussion Distribution (https://www.mathworks.com/matlabcentral/fileexchange/6050-normal-inverse-gaussion-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
1.0.0.0