Normal Inverse Gaussian (NIG) distribution Matlab script

Publisher review:
Normal Inverse Gaussian (NIG) distribution adds the Normal Inverse Gaussian (NIG) distribution to Matlab At the moment, the Normal Inverse Gaussian (NIG) 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. This collection is an update of a flawed older version. Requirements: · MATLAB Release: R14SP1
Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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