Normal Inverse Gaussion Distribution

Version 1.0.0.0 (7.66 KB) by Ralf Werner
Extends the statistics toolbox by the NIG distribution.
4.5
(6)
3.9K Downloads
Updated 15 Oct 2004

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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://uk.mathworks.com/matlabcentral/fileexchange/6050-normal-inverse-gaussion-distribution), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0