What should I do with this function NIG ？

data=xlsread('logreturns')

function y = nigpdf(data, alpha, beta, mu, delta）

% NIGpdf Probability density function (PDF) for Normal-Inverse-Gaussian distribution.

% y = NIGpdf(x, alpha, beta, mu, delta) returns the pdf of the

% Normal-Inverse-Gaussian distribution with the parameter beta which

% determines the skewness, alpha the shape parameter, mu the location parameter

% and delta scale parameter, evaluated at the values in x.

% % alpha, beta, mu, delta could be scalar or vector for time varying distribution.

% alpha and delta must be positive values.

% alpha > beta must hold.

%% The pdf

% transform input into column vector

data = data(:)';

p = (delta * alpha / pi) .* exp(delta * sqrt(alpha.^2 - beta.^2));

xbar = data - mu;

z = sqrt(delta.^2 + xbar .* xbar);

K = besselk(1, (alpha .* z));

y = p ./ z .* K .* exp(beta .* (data - mu));

Function definitions are not permitted in this context.