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Esitmation of Multivariate Generalized Hyperbolic Distributions (MGHD) 1.0

  Date Added: July 26, 2013  |  Visits: 160

Esitmation of Multivariate Generalized Hyperbolic Distributions (MGHD)

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I have tested this code for a 15-dim MGHD PDF. Please take a look at the README for further details

Requirements: No special requirements
Platforms: Matlab
Keyword: Details Dim Readme Tested
Users rating: 0/10

License: Shareware Size: 10 KB
ESITMATION OF MULTIVARIATE GENERALIZED HYPERBOLIC DISTRIBUTIONS (MGHD) RELATED
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