File Exchange

image thumbnail

gigrnd(P, a, b, sampleSize)

version 1.1.0.0 (3.02 KB) by Statovic
Implementation of new Devroye algorithm for sampling from the GIG(p,a,b) distribution.

6 Downloads

Updated 03 Nov 2017

View Version History

View License

Implementation of the Devroye (2014) algorithm for sampling from the generalized inverse Gaussian (GIG) distribution.
References:
L. Devroye
Random variate generation for the generalized inverse Gaussian distribution
Statistics and Computing, Vol. 24, pp. 239-246, 2014.

Cite As

Statovic (2021). gigrnd(P, a, b, sampleSize) (https://www.mathworks.com/matlabcentral/fileexchange/53594-gigrnd-p-a-b-samplesize), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (1)

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

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

Start Hunting!