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NIG MCMC fit 1.0

  Date Added: August 27, 2013  |  Visits: 200

NIG MCMC fit

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

Requirements: No special requirements
Platforms: Matlab
Keyword: Bayesian Distribution Gaussian Invariance Inverse Karlis Lillestol Sampler Sampling Scheme
Users rating: 0/10

License: Shareware Size: 10 KB
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