NIG MCMC fit

Version 1.0.0.0 (1.18 KB) by Panagiotis Braimakis
This function implements the Gibbs scheme of Karlis and Lillestol (2004).
0.0
(0)
2.4K Downloads
Updated 27 Sep 2005

No License

Gibbs sampler for sampling from the invariance Normal Inverse Gaussian distribution. (Bayesian scheme of Karlis & Lillestol (2004))

Cite As

Panagiotis Braimakis (2024). NIG MCMC fit (https://www.mathworks.com/matlabcentral/fileexchange/8557-nig-mcmc-fit), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Statistics and Machine Learning Toolbox in Help Center and MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Published Release Notes
1.0.0.0