Publisher review:Normal Inverse Gaussion Distribution extends the statistics toolbox by the NIG distribution. 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. Requirements: · MATLAB Release: R14 · Statistics Toolbox
Normal Inverse Gaussion Distribution is a Matlab script for Statistics and Probability scripts design by Ralf Werner.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Operating system:Windows / Linux / Mac OS / BSD / Solaris