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Expectation-Maximization algorithm for bi-variate Normal Inverse Gaussian distribution 1.0

Expectation-Maximization algorithm for bi-variate Normal Inverse Gaussian distribution
EM estimation of parameters of bi variate NIG distribution.The test file:1. Simulate biNIG sample with use of randraw.m (http://www.mathworks.com/matlabcentral/fileexchange/7309)or invgrnd.m (http://www.mathworks.com/matlabcentral/fileexchange/10934) .2. Calls EMBIVNIG.m (values of starting parameters are chosen arbitrary).3. Calls binigpp.m for P-P plot to check the fit.References: "EM-estimation and modeling of heavy-tailed processes with...

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